-16.4%
HON vs FPS
+22.4%
-38.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.0% | -8.9% | -0.9% |
| 7D | -3.5% | +1.5% | -5.0% | -3.7% |
| 30D | -13.8% | -16.9% | +3.1% | -12.2% |
| 3M | -11.7% | -45.3% | +33.7% | -6.6% |
| 6M | -18.7% | -10.3% | -8.4% | -18.6% |
| All | -16.4% | +22.4% | -38.8% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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