+1.9%
HON vs FTI
+1,109.5%
-1,107.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.5% | -0.9% |
| 7D | -2.6% | -5.6% | +3.0% | -1.9% |
| 30D | -11.9% | +0.4% | -12.3% | -12.0% |
| 3M | -6.1% | +8.1% | -14.2% | -7.3% |
| 6M | -19.2% | +16.7% | -35.9% | -21.4% |
| YTD | +0.2% | +70.0% | -69.8% | -8.0% |
| 1Y | -1.5% | +85.4% | -86.9% | -10.8% |
| 3Y | +17.9% | +265.9% | -248.0% | -4.7% |
| 5Y | +1.9% | +1,072.7% | -1,070.8% | -32.4% |
| All | +1.9% | +1,109.5% | -1,107.6% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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