+13.0%
HON vs FFIV
+41.1%
-28.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.9% | -4.2% | +6.0% | +2.9% |
| 30D | +9.9% | -33.9% | +43.7% | +19.4% |
| 3M | -5.8% | -22.6% | +16.8% | -1.7% |
| 6M | +3.0% | -10.4% | +13.3% | +2.8% |
| YTD | +13.1% | +24.3% | -11.3% | +2.0% |
| 1Y | +13.2% | +31.8% | -18.6% | +0.1% |
| 3Y | +30.8% | +99.5% | -68.7% | -2.1% |
| 5Y | +13.0% | +40.7% | -27.7% | -9.5% |
| All | +13.0% | +41.1% | -28.1% | -9.5% |
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