+13.1%
HON vs FN
-25.7%
+38.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.0% | +7.9% | +2.2% |
| 7D | +4.2% | -7.0% | +11.2% | +4.5% |
| 30D | +6.7% | -24.7% | +31.4% | +8.0% |
| 3M | -7.9% | -35.7% | +27.8% | -6.3% |
| 6M | +4.8% | -52.4% | +57.2% | +7.7% |
| YTD | +13.2% | -25.0% | +38.1% | +14.2% |
| 1Y | +13.1% | -25.7% | +38.7% | +13.9% |
| All | +13.1% | -25.7% | +38.8% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling