+161.3%
HON vs FIX
+3,723.8%
-3,562.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | +1.9% | -13.9% | +15.8% | +4.9% |
| 30D | +9.9% | -35.5% | +45.4% | +20.3% |
| 3M | -5.8% | -33.9% | +28.2% | +2.1% |
| 6M | +3.0% | -43.3% | +46.3% | +14.6% |
| YTD | +13.1% | +18.7% | -5.6% | +2.8% |
| 1Y | +13.2% | +13.8% | -0.6% | +3.5% |
| 3Y | +30.8% | +495.0% | -464.2% | -35.4% |
| 5Y | +13.0% | +1,049.0% | -1,036.0% | -57.6% |
| 10Y | +161.3% | +3,644.4% | -3,483.1% | -34.7% |
| All | +161.3% | +3,723.8% | -3,562.5% | -34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling