+138.4%
HON vs FIX
+5,976.4%
-5,838.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -1.2% |
| 7D | -0.8% | +6.1% | -6.9% | -2.2% |
| 30D | -15.2% | -2.7% | -12.5% | -14.8% |
| 3M | -6.0% | -10.9% | +5.0% | -4.4% |
| 6M | -14.9% | +29.0% | -43.9% | -21.8% |
| YTD | +3.2% | +76.9% | -73.7% | -13.1% |
| 1Y | 0.0% | +130.7% | -130.7% | -22.8% |
| 3Y | +21.5% | +790.7% | -769.2% | -44.3% |
| 5Y | +4.0% | +2,185.6% | -2,181.5% | -67.0% |
| 10Y | +138.4% | +5,993.3% | -5,854.9% | -44.5% |
| All | +138.4% | +5,976.4% | -5,838.0% | -44.5% |
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