+138.4%
HON vs FIVE
+486.0%
-347.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.0% |
| 7D | -0.6% | +1.7% | -2.2% | -0.9% |
| 30D | -15.4% | +5.0% | -20.4% | -16.3% |
| 3M | -9.1% | +29.5% | -38.6% | -14.0% |
| 6M | -17.1% | +12.4% | -29.5% | -19.7% |
| YTD | +1.5% | +31.2% | -29.7% | -4.9% |
| 1Y | -1.3% | +72.9% | -74.2% | -13.0% |
| 3Y | +19.5% | +53.0% | -33.5% | +2.5% |
| 5Y | +3.1% | +34.2% | -31.1% | -12.3% |
| 10Y | +138.4% | +497.6% | -359.3% | +48.4% |
| All | +138.4% | +486.0% | -347.6% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling