+30.8%
HON vs FFIV
+102.8%
-72.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.9% | -4.2% | +6.0% | +2.5% |
| 30D | +9.9% | -33.9% | +43.7% | +15.6% |
| 3M | -5.8% | -22.6% | +16.8% | -3.4% |
| 6M | +3.0% | -10.4% | +13.3% | +2.4% |
| YTD | +13.1% | +24.3% | -11.3% | +4.3% |
| 1Y | +13.2% | +31.8% | -18.6% | +2.8% |
| 3Y | +30.8% | +99.5% | -68.7% | +7.0% |
| All | +30.8% | +102.8% | -72.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 3y: compounded portfolio wealth divided by compounded FFIV 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…
3y analysis · Full analysis span regression · 6 months rolling