+156.3%
HON vs FN
+753.0%
-596.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.7% | -9.7% | +0.3% |
| 7D | +0.8% | 0.0% | +0.8% | +0.4% |
| 30D | +5.7% | -34.3% | +40.0% | +11.4% |
| 3M | -8.3% | -39.9% | +31.5% | -2.8% |
| 6M | -2.4% | -51.8% | +49.4% | +5.4% |
| YTD | +9.0% | -28.1% | +37.2% | +8.6% |
| 1Y | +9.2% | -29.1% | +38.3% | +8.5% |
| 3Y | +26.3% | +102.4% | -76.1% | -3.1% |
| 5Y | +9.1% | +171.7% | -162.5% | -24.4% |
| All | +156.3% | +753.0% | -596.7% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling