+12.2%
HON vs FITB
+47.5%
-35.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +3.6% | +0.8% | +2.7% | +3.3% |
| 30D | +7.8% | +7.3% | +0.5% | +5.5% |
| 3M | -4.8% | -6.3% | +1.5% | -2.9% |
| 6M | -1.7% | +12.6% | -14.2% | -5.6% |
| YTD | +10.7% | +18.0% | -7.3% | +4.2% |
| 1Y | +7.8% | +28.9% | -21.1% | -1.5% |
| 3Y | +28.1% | +139.4% | -111.3% | -5.2% |
| 5Y | +12.2% | +47.2% | -35.0% | -3.9% |
| All | +12.2% | +47.5% | -35.3% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling