+5.4%
HON vs FAST
+100.5%
-95.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | -3.6% | -0.4% | -3.2% | -3.4% |
| 30D | -15.3% | -0.8% | -14.5% | -15.1% |
| 3M | -7.9% | +5.8% | -13.6% | -10.2% |
| 6M | -18.1% | +8.0% | -26.0% | -21.2% |
| YTD | +3.8% | +25.6% | -21.8% | -6.9% |
| 1Y | +0.5% | +0.8% | -0.3% | -0.9% |
| 3Y | +19.8% | +86.1% | -66.3% | -13.5% |
| All | +5.4% | +100.5% | -95.1% | -29.0% |
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