+164.1%
HON vs FICO
+544.0%
-379.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.3% | +3.5% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +10.2% | +8.4% | +1.8% | +7.8% |
| 3M | -6.7% | -30.5% | +23.8% | -1.3% |
| 6M | +3.3% | -35.7% | +39.0% | +10.0% |
| YTD | +13.4% | -57.2% | +70.6% | +32.2% |
| 1Y | +14.7% | -58.4% | +73.1% | +34.5% |
| 3Y | +33.4% | -24.8% | +58.2% | +23.0% |
| 5Y | +12.7% | +79.3% | -66.5% | -26.6% |
| 10Y | +164.1% | +531.6% | -367.5% | +3.5% |
| All | +164.1% | +544.0% | -379.8% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling