+1.9%
HON vs FLR
+230.6%
-228.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.0% |
| 7D | -2.6% | -6.9% | +4.2% | -1.5% |
| 30D | -11.9% | +1.1% | -13.0% | -12.1% |
| 3M | -6.1% | +14.3% | -20.4% | -8.5% |
| 6M | -19.2% | +19.1% | -38.3% | -22.1% |
| YTD | +0.2% | +35.1% | -35.0% | -5.5% |
| 1Y | -1.5% | +29.5% | -31.0% | -6.8% |
| 3Y | +17.9% | +53.0% | -35.1% | +3.0% |
| 5Y | +1.9% | +238.9% | -237.0% | -24.4% |
| All | +1.9% | +230.6% | -228.6% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling