+6,005.0%
HON vs FITB
+2,860.1%
+3,144.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +1.4% | +2.8% | -1.3% | +0.7% |
| 30D | +7.5% | +9.8% | -2.3% | +5.0% |
| 3M | -4.3% | -5.2% | +0.8% | -3.1% |
| 6M | -1.5% | +17.3% | -18.9% | -5.6% |
| YTD | +10.5% | +19.3% | -8.8% | +5.2% |
| 1Y | +8.5% | +32.7% | -24.2% | +0.5% |
| 3Y | +28.0% | +141.6% | -113.5% | +1.0% |
| 5Y | +12.0% | +48.9% | -36.8% | -2.4% |
| 10Y | +155.4% | +216.5% | -61.1% | +77.7% |
| All | +6,005.0% | +2,860.1% | +3,144.9% | +2,238.2% |
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