+657.8%
HON vs FFIV
+6,091.4%
-5,433.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.3% |
| 3M | -5.8% | -22.6% | +16.8% | -2.7% |
| 6M | +3.0% | -10.4% | +13.3% | +3.7% |
| YTD | +13.1% | +24.3% | -11.3% | +7.9% |
| 1Y | +13.2% | +31.8% | -18.6% | +7.0% |
| 3Y | +30.8% | +99.5% | -68.7% | +15.3% |
| 5Y | +13.0% | +40.7% | -27.7% | +4.2% |
| 10Y | +161.3% | +126.9% | +34.4% | +122.5% |
| All | +657.8% | +6,091.4% | -5,433.6% | +308.7% |
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