0.0%
HON vs FAST
+4.9%
-4.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -0.8% | +1.3% | -2.1% | -1.2% |
| 30D | -15.2% | -4.7% | -10.4% | -13.9% |
| 3M | -6.0% | +7.9% | -13.9% | -8.3% |
| 6M | -14.9% | +7.4% | -22.3% | -17.2% |
| YTD | +3.2% | +25.1% | -21.9% | -4.8% |
| 1Y | 0.0% | +4.7% | -4.7% | -6.2% |
| All | 0.0% | +4.9% | -4.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling