+132.3%
HON vs FISV
+3.1%
+129.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -1.6% |
| 7D | -3.5% | -2.7% | -0.8% | -2.7% |
| 30D | -13.8% | 0.0% | -13.8% | -14.0% |
| 3M | -11.7% | -2.8% | -8.9% | -11.9% |
| 6M | -18.7% | -11.8% | -6.9% | -16.7% |
| YTD | +0.2% | -23.2% | +23.5% | +7.0% |
| 1Y | -3.1% | -62.0% | +58.9% | +25.0% |
| 3Y | +17.0% | -57.6% | +74.6% | +32.5% |
| 5Y | +2.0% | -53.4% | +55.4% | +6.7% |
| All | +132.3% | +3.1% | +129.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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