+944.3%
HON vs FIX
+7,843.3%
-6,899.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.5% | +0.9% |
| 7D | +0.8% | -17.5% | +18.2% | +4.2% |
| 30D | +5.7% | -41.6% | +47.3% | +16.6% |
| 3M | -8.3% | -40.6% | +32.3% | +0.4% |
| 6M | -2.4% | -49.4% | +46.9% | +9.4% |
| YTD | +9.0% | +9.2% | -0.2% | +3.3% |
| 1Y | +9.2% | +6.5% | +2.7% | +3.5% |
| 3Y | +26.3% | +448.7% | -422.4% | -20.8% |
| 5Y | +9.1% | +948.7% | -939.6% | -41.4% |
| 10Y | +163.4% | +3,659.7% | -3,496.3% | +4.8% |
| All | +944.3% | +7,843.3% | -6,899.0% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling