+5,634.3%
HON vs FICO
+104,095.6%
-98,461.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -16.7% | +17.6% | +4.0% |
| 7D | -3.6% | -19.2% | +15.6% | -0.2% |
| 30D | -15.3% | -14.6% | -0.7% | -13.3% |
| 3M | -7.9% | -20.1% | +12.2% | -5.3% |
| 6M | -18.1% | -36.3% | +18.3% | -13.0% |
| YTD | +3.8% | -44.9% | +48.7% | +12.8% |
| 1Y | +0.5% | -38.6% | +39.1% | +6.2% |
| 3Y | +19.8% | +4.0% | +15.8% | +11.9% |
| 5Y | +2.9% | +99.5% | -96.6% | -16.9% |
| 10Y | +134.6% | +604.7% | -470.0% | +48.7% |
| All | +5,634.3% | +104,095.6% | -98,461.3% | +2,092.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling