+655.8%
HON vs FFIV
+6,144.1%
-5,488.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.4% |
| 7D | -0.4% | -2.9% | +2.6% | +0.1% |
| 30D | +8.6% | -32.4% | +41.0% | +14.5% |
| 3M | -0.8% | -22.7% | +21.9% | +2.4% |
| 6M | -0.1% | -10.7% | +10.6% | +0.7% |
| YTD | +12.8% | +25.4% | -12.6% | +7.5% |
| 1Y | +10.4% | +34.2% | -23.7% | +4.1% |
| 3Y | +30.5% | +101.2% | -70.7% | +14.9% |
| 5Y | +15.0% | +42.0% | -27.0% | +5.9% |
| 10Y | +160.5% | +126.7% | +33.8% | +121.8% |
| All | +655.8% | +6,144.1% | -5,488.3% | +307.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling