+23.1%
HON vs FGI
-74.8%
+97.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -25.2% | +25.0% | 0.0% |
| 7D | +1.4% | -14.4% | +15.8% | +1.5% |
| 30D | +7.5% | -11.8% | +19.3% | +7.5% |
| 3M | -4.3% | -46.2% | +41.9% | -4.1% |
| 6M | -1.5% | +5.2% | -6.7% | -1.9% |
| YTD | +10.5% | +10.5% | 0.0% | +9.5% |
| 1Y | +8.5% | +25.5% | -17.0% | +7.1% |
| 3Y | +28.0% | -16.0% | +44.0% | +26.3% |
| All | +23.1% | -74.8% | +97.9% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling