+4.7%
HON vs FDS
-20.8%
+25.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.1% |
| 7D | -0.8% | -5.4% | +4.6% | +0.1% |
| 30D | -15.2% | +1.6% | -16.8% | -15.6% |
| 3M | -6.0% | +17.7% | -23.7% | -9.5% |
| 6M | -14.9% | +29.1% | -44.0% | -20.4% |
| YTD | +3.2% | +1.0% | +2.2% | +3.4% |
| 1Y | 0.0% | -21.6% | +21.6% | +9.2% |
| 3Y | +21.5% | -30.1% | +51.6% | +37.3% |
| All | +4.7% | -20.8% | +25.5% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling