+980.3%
HON vs FIX
+8,968.5%
-7,988.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -1.3% |
| 7D | -0.4% | +6.4% | -6.8% | -1.7% |
| 30D | +8.6% | -29.1% | +37.7% | +15.1% |
| 3M | -0.8% | -31.1% | +30.4% | +5.4% |
| 6M | -0.1% | -42.8% | +42.7% | +9.2% |
| YTD | +12.8% | +24.6% | -11.9% | +4.0% |
| 1Y | +10.4% | +21.9% | -11.5% | +1.8% |
| 3Y | +30.5% | +524.9% | -494.4% | -20.3% |
| 5Y | +15.0% | +1,092.2% | -1,077.2% | -39.9% |
| 10Y | +160.5% | +3,759.0% | -3,598.5% | +2.9% |
| All | +980.3% | +8,968.5% | -7,988.2% | +196.4% |
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