+132.1%
HON vs FITB
+288.7%
-156.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | -2.6% | -1.0% | -1.6% | -2.3% |
| 30D | -11.9% | -5.5% | -6.4% | -9.9% |
| 3M | -6.1% | +4.1% | -10.2% | -7.7% |
| 6M | -19.2% | +18.7% | -37.9% | -24.8% |
| YTD | +0.2% | +18.2% | -18.0% | -7.0% |
| 1Y | -1.5% | +23.7% | -25.1% | -10.4% |
| 3Y | +17.9% | +130.8% | -112.8% | -18.4% |
| 5Y | +1.9% | +69.8% | -67.8% | -23.2% |
| All | +132.1% | +288.7% | -156.6% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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