+690.8%
HON vs FLR
+609.6%
+81.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -15.2% | -0.7% | -14.5% | -15.3% |
| 3M | -6.0% | +14.3% | -20.3% | -9.9% |
| 6M | -14.9% | +25.6% | -40.5% | -21.1% |
| YTD | +3.2% | +42.9% | -39.7% | -7.9% |
| 1Y | 0.0% | +38.7% | -38.7% | -10.7% |
| 3Y | +21.5% | +61.8% | -40.3% | -1.9% |
| 5Y | +4.0% | +254.1% | -250.1% | -35.4% |
| 10Y | +138.4% | +20.0% | +118.3% | +63.2% |
| All | +690.8% | +609.6% | +81.2% | +162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling