+120.2%
HON vs FND
+57.9%
+62.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.3% |
| 7D | +1.4% | -6.8% | +8.2% | +2.9% |
| 30D | +7.5% | +8.0% | -0.5% | +5.6% |
| 3M | -4.3% | -18.9% | +14.6% | -0.4% |
| 6M | -1.5% | +4.7% | -6.2% | -3.4% |
| YTD | +10.5% | -21.6% | +32.1% | +14.4% |
| 1Y | +8.5% | -22.0% | +30.6% | +12.2% |
| 3Y | +28.0% | -40.4% | +68.5% | +34.8% |
| 5Y | +12.0% | -63.8% | +75.8% | +25.9% |
| All | +120.2% | +57.9% | +62.3% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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