+28.0%
HON vs FIX
+503.5%
-475.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +1.4% | +9.4% | -8.0% | +0.6% |
| 30D | +7.5% | -27.8% | +35.3% | +10.0% |
| 3M | -4.3% | -35.6% | +31.2% | -1.3% |
| 6M | -1.5% | -45.2% | +43.7% | +2.6% |
| YTD | +10.5% | +19.5% | -8.9% | +8.0% |
| 1Y | +8.5% | +24.2% | -15.7% | +5.6% |
| 3Y | +28.0% | +494.2% | -466.1% | +2.8% |
| All | +28.0% | +503.5% | -475.4% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling