+155.8%
HON vs EAT
+320.8%
-165.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.4% | -4.0% | +5.4% | +2.1% |
| 30D | +7.5% | -2.9% | +10.4% | +7.7% |
| 3M | -4.3% | -16.9% | +12.5% | -1.7% |
| 6M | -1.5% | +57.0% | -58.5% | -10.0% |
| YTD | +10.5% | +38.2% | -27.6% | +2.5% |
| 1Y | +8.5% | +69.3% | -60.7% | -3.3% |
| 3Y | +28.0% | +483.0% | -454.9% | -13.1% |
| 5Y | +12.0% | +364.1% | -352.1% | -24.1% |
| All | +155.8% | +320.8% | -165.0% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling