+894.8%
HON vs FIX
+12,471.5%
-11,576.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -1.0% | +0.6% |
| 7D | -3.6% | +6.0% | -9.6% | -4.8% |
| 30D | -15.3% | -7.2% | -8.0% | -14.1% |
| 3M | -7.9% | -15.9% | +8.0% | -5.5% |
| 6M | -18.1% | +12.7% | -30.8% | -21.3% |
| YTD | +3.8% | +72.8% | -69.0% | -9.2% |
| 1Y | +0.5% | +122.9% | -122.4% | -17.6% |
| 3Y | +19.8% | +774.3% | -754.6% | -31.0% |
| 5Y | +2.9% | +2,049.5% | -2,046.6% | -51.8% |
| 10Y | +134.6% | +5,821.5% | -5,686.8% | -14.0% |
| All | +894.8% | +12,471.5% | -11,576.7% | +158.9% |
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