+596.0%
HON vs FFIV
+7,518.9%
-6,922.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -3.6% | -1.0% | -2.6% | -3.5% |
| 30D | -15.3% | -5.1% | -10.2% | -14.7% |
| 3M | -7.9% | -4.5% | -3.4% | -7.5% |
| 6M | -18.1% | +36.5% | -54.5% | -22.2% |
| YTD | +3.8% | +53.0% | -49.1% | -3.3% |
| 1Y | +0.5% | +24.2% | -23.7% | -3.7% |
| 3Y | +19.8% | +137.2% | -117.4% | +3.5% |
| 5Y | +2.9% | +91.8% | -88.9% | -8.9% |
| 10Y | +134.6% | +215.2% | -80.5% | +91.6% |
| All | +596.0% | +7,518.9% | -6,922.9% | +266.1% |
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