+1,510.4%
HON vs FDS
+10,549.7%
-9,039.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.1% |
| 7D | -0.4% | -2.1% | +1.8% | +0.2% |
| 30D | +8.6% | +16.0% | -7.4% | +3.6% |
| 3M | -0.8% | +18.8% | -19.6% | -6.6% |
| 6M | -0.1% | +54.1% | -54.2% | -14.6% |
| YTD | +12.8% | +17.0% | -4.2% | +3.3% |
| 1Y | +10.4% | +25.5% | -15.1% | -1.4% |
| 3Y | +30.5% | -23.3% | +53.8% | +34.8% |
| 5Y | +15.0% | -22.6% | +37.6% | +17.1% |
| 10Y | +160.5% | +130.2% | +30.3% | +85.9% |
| All | +1,510.4% | +10,549.7% | -9,039.3% | +412.0% |
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