+156.2%
HON vs FIX
+3,615.9%
-3,459.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.2% |
| 7D | +3.6% | +17.0% | -13.5% | -0.2% |
| 30D | +7.8% | -30.6% | +38.4% | +16.0% |
| 3M | -4.8% | -35.0% | +30.3% | +3.6% |
| 6M | -1.7% | -44.0% | +42.3% | +9.7% |
| YTD | +10.7% | +21.1% | -10.5% | +0.2% |
| 1Y | +7.8% | +16.3% | -8.5% | -2.0% |
| 3Y | +28.1% | +507.4% | -479.3% | -37.1% |
| 5Y | +12.2% | +1,052.1% | -1,039.9% | -57.9% |
| All | +156.2% | +3,615.9% | -3,459.7% | -36.3% |
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