+1,382.9%
HON vs FDS
+9,502.8%
-8,120.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +2.0% |
| 7D | -3.6% | -1.9% | -1.7% | -3.1% |
| 30D | -15.3% | +9.0% | -24.3% | -17.7% |
| 3M | -7.9% | +18.9% | -26.7% | -13.8% |
| 6M | -18.1% | +35.1% | -53.2% | -27.2% |
| YTD | +3.8% | +5.5% | -1.7% | -1.3% |
| 1Y | +0.5% | -16.8% | +17.3% | +2.2% |
| 3Y | +19.8% | -28.1% | +47.8% | +26.7% |
| 5Y | +2.9% | -17.4% | +20.3% | +3.0% |
| 10Y | +134.6% | +85.4% | +49.2% | +79.5% |
| All | +1,382.9% | +9,502.8% | -8,120.0% | +389.3% |
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