+969.0%
HON vs FIS
+374.5%
+594.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -3.6% | +1.1% | -4.7% | -4.0% |
| 30D | -15.3% | -2.2% | -13.0% | -14.7% |
| 3M | -7.9% | +2.1% | -10.0% | -9.5% |
| 6M | -18.1% | -14.7% | -3.4% | -14.1% |
| YTD | +3.8% | -35.7% | +39.5% | +21.4% |
| 1Y | +0.5% | -37.1% | +37.5% | +18.2% |
| 3Y | +19.8% | -20.0% | +39.8% | +24.7% |
| 5Y | +2.9% | -62.1% | +65.0% | +37.9% |
| 10Y | +134.6% | -37.4% | +172.0% | +147.3% |
| All | +969.0% | +374.5% | +594.4% | +442.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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