+21.5%
HON vs FDS
-30.4%
+51.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.2% |
| 7D | -0.8% | -5.4% | +4.6% | -0.3% |
| 30D | -15.2% | +1.6% | -16.8% | -15.4% |
| 3M | -6.0% | +17.7% | -23.7% | -7.9% |
| 6M | -14.9% | +29.1% | -44.0% | -18.2% |
| YTD | +3.2% | +1.0% | +2.2% | +5.5% |
| 1Y | 0.0% | -21.6% | +21.6% | +11.8% |
| 3Y | +21.5% | -30.1% | +51.6% | +41.0% |
| All | +21.5% | -30.4% | +51.9% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling