+8.5%
HON vs FDS
+25.7%
-17.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +1.4% | +1.5% | -0.1% | +1.4% |
| 30D | +7.5% | +14.8% | -7.3% | +7.9% |
| 3M | -4.3% | +16.3% | -20.6% | -3.9% |
| 6M | -1.5% | +66.2% | -67.8% | +0.5% |
| YTD | +10.5% | +16.2% | -5.7% | +14.1% |
| 1Y | +8.5% | +21.8% | -13.3% | +11.2% |
| All | +8.5% | +25.7% | -17.1% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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