+2.5%
EFA vs HONA
-20.9%
+23.4%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HONA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.9% |
| 7D | -1.5% | -1.7% | +0.2% | -1.5% |
| 30D | -1.7% | -5.7% | +4.0% | -1.5% |
| All | +2.5% | -20.9% | +23.4% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HONA.
Daily Out/Under-Performance
Portfolio return minus HONA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HONA 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 HONA 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 · Available span rolling