+5.4%
HON vs FN
+289.0%
-283.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.2% | +0.6% |
| 7D | -3.6% | -1.7% | -1.9% | -3.4% |
| 30D | -15.3% | -22.0% | +6.7% | -13.5% |
| 3M | -7.9% | -43.0% | +35.1% | -3.4% |
| 6M | -18.1% | -27.7% | +9.7% | -17.0% |
| YTD | +3.8% | -10.5% | +14.3% | +2.1% |
| 1Y | +0.5% | +12.5% | -12.0% | -4.4% |
| 3Y | +19.8% | +153.8% | -134.0% | -3.4% |
| All | +5.4% | +289.0% | -283.6% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling