+5,634.3%
HON vs FDX
+4,233.7%
+1,400.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.2% |
| 7D | -3.6% | -2.5% | -1.1% | -2.7% |
| 30D | -15.3% | +3.8% | -19.1% | -16.5% |
| 3M | -7.9% | -1.3% | -6.6% | -7.7% |
| 6M | -18.1% | +5.0% | -23.1% | -20.0% |
| YTD | +3.8% | +39.6% | -35.8% | -8.8% |
| 1Y | +0.5% | +81.1% | -80.6% | -19.9% |
| 3Y | +19.8% | +63.0% | -43.3% | -4.3% |
| 5Y | +2.9% | +65.6% | -62.7% | -21.6% |
| 10Y | +134.6% | +183.4% | -48.7% | +37.3% |
| All | +5,634.3% | +4,233.7% | +1,400.7% | +1,365.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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