+5.4%
HON vs FIVE
+31.2%
-25.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.2% |
| 7D | -3.6% | +4.3% | -7.9% | -4.2% |
| 30D | -15.3% | +12.5% | -27.8% | -16.9% |
| 3M | -7.9% | +31.2% | -39.1% | -11.8% |
| 6M | -18.1% | +14.4% | -32.4% | -20.2% |
| YTD | +3.8% | +33.9% | -30.1% | -1.3% |
| 1Y | +0.5% | +65.1% | -64.6% | -7.7% |
| 3Y | +19.8% | +49.0% | -29.2% | +8.4% |
| All | +5.4% | +31.2% | -25.8% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling