+416.0%
HON vs FIVE
+868.1%
-452.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | 0.0% |
| 7D | -3.6% | +4.3% | -7.9% | -4.3% |
| 30D | -15.3% | +12.5% | -27.8% | -17.2% |
| 3M | -7.9% | +31.2% | -39.1% | -12.5% |
| 6M | -18.1% | +14.4% | -32.4% | -20.7% |
| YTD | +3.8% | +33.9% | -30.1% | -2.4% |
| 1Y | +0.5% | +65.1% | -64.6% | -9.4% |
| 3Y | +19.8% | +49.0% | -29.2% | +4.9% |
| 5Y | +2.9% | +30.3% | -27.4% | -10.3% |
| 10Y | +134.6% | +481.1% | -346.5% | +55.6% |
| All | +416.0% | +868.1% | -452.1% | +215.5% |
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