+1,478.7%
HON vs FDS
+10,480.1%
-9,001.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.4% | +1.5% | -0.1% | +1.0% |
| 30D | +7.5% | +14.8% | -7.3% | +2.9% |
| 3M | -4.3% | +16.3% | -20.6% | -9.3% |
| 6M | -1.5% | +66.2% | -67.8% | -17.7% |
| YTD | +10.5% | +16.2% | -5.7% | +1.5% |
| 1Y | +8.5% | +21.8% | -13.3% | -2.1% |
| 3Y | +28.0% | -23.9% | +51.9% | +32.6% |
| 5Y | +12.0% | -23.1% | +35.1% | +14.3% |
| 10Y | +155.4% | +128.7% | +26.7% | +82.6% |
| All | +1,478.7% | +10,480.1% | -9,001.4% | +403.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling