+5.4%
HON vs FIX
+2,061.9%
-2,056.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -1.0% | +0.7% |
| 7D | -3.6% | +6.0% | -9.6% | -4.5% |
| 30D | -15.3% | -7.2% | -8.0% | -14.4% |
| 3M | -7.9% | -15.9% | +8.0% | -6.0% |
| 6M | -18.1% | +12.7% | -30.8% | -20.6% |
| YTD | +3.8% | +72.8% | -69.0% | -6.3% |
| 1Y | +0.5% | +122.9% | -122.4% | -14.1% |
| 3Y | +19.8% | +774.3% | -754.6% | -32.9% |
| All | +5.4% | +2,061.9% | -2,056.5% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling