+13.1%
HON vs FIVE
+63.3%
-50.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.7% | -4.7% | +1.1% |
| 7D | +4.2% | +7.5% | -3.3% | +3.2% |
| 30D | +6.7% | +16.7% | -10.0% | +4.5% |
| 3M | -7.9% | +13.4% | -21.3% | -9.7% |
| 6M | +4.8% | +9.0% | -4.2% | +2.7% |
| YTD | +13.2% | +33.8% | -20.6% | +9.5% |
| 1Y | +13.1% | +61.2% | -48.1% | +8.8% |
| All | +13.1% | +63.3% | -50.2% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling