+132.3%
HON vs FLR
+19.7%
+112.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -3.5% | -3.5% | 0.0% | -2.9% |
| 30D | -13.8% | +4.2% | -17.9% | -14.4% |
| 3M | -11.7% | +8.1% | -19.8% | -13.2% |
| 6M | -18.7% | +21.5% | -40.3% | -22.1% |
| YTD | +0.2% | +36.8% | -36.5% | -5.9% |
| 1Y | -3.1% | +31.2% | -34.3% | -8.8% |
| 3Y | +17.0% | +53.9% | -36.9% | +3.4% |
| 5Y | +2.0% | +243.0% | -241.0% | -23.2% |
| All | +132.3% | +19.7% | +112.6% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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