+3.1%
HON vs FFIV
+100.0%
-96.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.4% | -2.5% |
| 7D | -0.6% | +3.5% | -4.0% | -1.4% |
| 30D | -15.4% | -1.3% | -14.1% | -15.2% |
| 3M | -9.1% | +2.4% | -11.5% | -10.2% |
| 6M | -17.1% | +41.8% | -58.9% | -25.3% |
| YTD | +1.5% | +58.5% | -57.0% | -11.9% |
| 1Y | -1.3% | +24.3% | -25.7% | -8.3% |
| 3Y | +19.5% | +152.0% | -132.5% | -13.2% |
| 5Y | +3.1% | +99.1% | -96.1% | -21.6% |
| All | +3.1% | +100.0% | -96.9% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling