+15.0%
HON vs FICO
+88.0%
-73.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -0.4% | +4.0% | -4.3% | -0.8% |
| 30D | +8.6% | -1.5% | +10.1% | +8.6% |
| 3M | -0.8% | -29.8% | +29.0% | +2.2% |
| 6M | -0.1% | -33.3% | +33.2% | +2.8% |
| YTD | +12.8% | -56.9% | +69.7% | +23.1% |
| 1Y | +10.4% | -59.5% | +69.9% | +21.7% |
| 3Y | +30.5% | -26.9% | +57.3% | +24.7% |
| 5Y | +15.0% | +92.9% | -77.9% | -10.7% |
| All | +15.0% | +88.0% | -73.0% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling