+22.5%
HON vs FIX
+765.6%
-743.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -1.0% | +0.8% |
| 7D | -3.6% | +6.0% | -9.6% | -4.1% |
| 30D | -15.3% | -7.2% | -8.0% | -14.7% |
| 3M | -7.9% | -15.9% | +8.0% | -6.8% |
| 6M | -18.1% | +12.7% | -30.8% | -19.4% |
| YTD | +3.8% | +72.8% | -69.0% | -1.4% |
| 1Y | +0.5% | +122.9% | -122.4% | -7.2% |
| All | +22.5% | +765.6% | -743.1% | -4.2% |
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