+28.2%
HON vs FGI
+12.3%
+15.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -1.8% |
| 7D | +3.6% | +13.5% | -10.0% | +3.6% |
| 30D | +7.8% | +17.1% | -9.3% | +7.8% |
| 3M | -4.8% | +78.0% | -82.8% | -4.6% |
| 6M | -1.7% | +46.4% | -48.1% | -1.6% |
| YTD | +10.7% | +47.7% | -37.0% | +10.7% |
| 1Y | +7.8% | +56.8% | -49.0% | +7.7% |
| All | +28.2% | +12.3% | +15.9% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling