+5,596.8%
HON vs FITB
+2,836.2%
+2,760.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -0.8% | +2.8% | -3.7% | -1.5% |
| 30D | -15.2% | -4.5% | -10.6% | -14.2% |
| 3M | -6.0% | +5.7% | -11.6% | -7.4% |
| 6M | -14.9% | +17.1% | -32.0% | -18.4% |
| YTD | +3.2% | +18.3% | -15.2% | -1.6% |
| 1Y | 0.0% | +23.9% | -23.9% | -5.9% |
| 3Y | +21.5% | +131.1% | -109.6% | -3.3% |
| 5Y | +4.0% | +71.1% | -67.0% | -12.5% |
| 10Y | +138.4% | +283.9% | -145.5% | +58.9% |
| All | +5,596.8% | +2,836.2% | +2,760.6% | +2,087.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling