+188.4%
HON vs FCUV
-95.9%
+284.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.4% | -1.6% |
| 7D | -0.6% | -63.8% | +63.2% | -0.5% |
| 30D | -15.4% | -14.7% | -0.7% | -15.4% |
| 3M | -9.1% | +65.3% | -74.5% | -9.3% |
| 6M | -17.1% | -68.5% | +51.4% | -17.2% |
| YTD | +1.5% | -83.0% | +84.6% | +1.4% |
| 1Y | -1.3% | -94.4% | +93.1% | -1.4% |
| 3Y | +19.5% | -99.3% | +118.8% | +19.5% |
| 5Y | +3.1% | -99.9% | +102.9% | +3.0% |
| 10Y | +138.4% | -98.6% | +237.0% | +139.5% |
| All | +188.4% | -95.9% | +284.3% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 all: compounded portfolio wealth divided by compounded FCUV 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…
all analysis · Full analysis span regression · 6 months rolling