+132.1%
HON vs FLEX
+1,045.7%
-913.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.4% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -11.9% | -11.8% | -0.1% | -9.6% |
| 3M | -6.1% | -22.6% | +16.5% | -2.1% |
| 6M | -19.2% | +77.3% | -96.5% | -33.0% |
| YTD | +0.2% | +78.8% | -78.6% | -17.7% |
| 1Y | -1.5% | +86.1% | -87.6% | -20.6% |
| 3Y | +17.9% | +446.2% | -428.3% | -32.6% |
| 5Y | +1.9% | +689.7% | -687.8% | -49.1% |
| All | +132.1% | +1,045.7% | -913.6% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling