+18.5%
HON vs FITB
+128.2%
-109.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | -15.4% | -5.1% | -10.2% | -14.1% |
| 3M | -9.1% | +3.5% | -12.7% | -10.2% |
| 6M | -17.1% | +17.2% | -34.3% | -21.2% |
| YTD | +1.5% | +17.6% | -16.1% | -4.0% |
| 1Y | -1.3% | +23.4% | -24.7% | -8.3% |
| All | +18.5% | +128.2% | -109.7% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling