+6,012.9%
HON vs FITB
+2,827.5%
+3,185.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +3.6% | +0.8% | +2.7% | +3.4% |
| 30D | +7.8% | +7.3% | +0.5% | +5.9% |
| 3M | -4.8% | -6.3% | +1.5% | -3.2% |
| 6M | -1.7% | +12.6% | -14.2% | -4.8% |
| YTD | +10.7% | +18.0% | -7.3% | +5.6% |
| 1Y | +7.8% | +28.9% | -21.1% | +0.5% |
| 3Y | +28.1% | +139.4% | -111.3% | +1.2% |
| 5Y | +12.2% | +47.2% | -35.0% | -2.0% |
| 10Y | +155.7% | +213.0% | -57.3% | +78.4% |
| All | +6,012.9% | +2,827.5% | +3,185.4% | +2,247.8% |
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