+463.8%
HON vs FIVE
+874.1%
-410.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.6% | -1.5% | +3.1% |
| 7D | +2.3% | +6.2% | -3.9% | +1.3% |
| 30D | +10.2% | +18.2% | -7.9% | +7.0% |
| 3M | -6.7% | +3.8% | -10.6% | -7.6% |
| 6M | +3.3% | +13.7% | -10.4% | +0.2% |
| YTD | +13.4% | +34.7% | -21.3% | +6.4% |
| 1Y | +14.7% | +66.6% | -51.9% | +3.4% |
| 3Y | +33.4% | +44.3% | -10.9% | +17.6% |
| 5Y | +12.7% | +18.8% | -6.0% | +0.2% |
| 10Y | +164.1% | +569.2% | -405.1% | +72.5% |
| All | +463.8% | +874.1% | -410.3% | +243.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling