+12.0%
HON vs FAST
+106.5%
-94.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.4% | +4.2% | -2.7% | -0.3% |
| 30D | +7.5% | +6.7% | +0.8% | +4.5% |
| 3M | -4.3% | +8.0% | -12.4% | -7.5% |
| 6M | -1.5% | +27.4% | -29.0% | -11.6% |
| YTD | +10.5% | +40.5% | -30.0% | -5.6% |
| 1Y | +8.5% | +38.4% | -29.8% | -6.7% |
| 3Y | +28.0% | +98.7% | -70.6% | -9.8% |
| All | +12.0% | +106.5% | -94.5% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling