+0.5%
HON vs FTV
+21.7%
-21.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.3% |
| 7D | -3.6% | -4.5% | +0.9% | -2.2% |
| 30D | -15.3% | -7.1% | -8.2% | -13.3% |
| 3M | -7.9% | -7.2% | -0.7% | -5.7% |
| 6M | -18.1% | -1.5% | -16.5% | -17.5% |
| YTD | +3.8% | +3.5% | +0.4% | +2.2% |
| 1Y | +0.5% | +20.3% | -19.9% | -7.6% |
| All | +0.5% | +21.7% | -21.2% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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