+13.1%
HON vs FIX
+14.3%
-1.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -15.1% | +17.1% | +3.0% |
| 7D | +4.2% | -18.9% | +23.1% | +5.7% |
| 30D | +6.7% | -36.3% | +43.0% | +10.9% |
| 3M | -7.9% | -38.5% | +30.6% | -4.1% |
| 6M | +4.8% | -42.3% | +47.1% | +9.2% |
| YTD | +13.2% | +17.1% | -3.9% | +14.0% |
| 1Y | +13.1% | +14.4% | -1.3% | +13.9% |
| All | +13.1% | +14.3% | -1.2% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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