+3.1%
HON vs ECL
+25.4%
-22.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.6% |
| 7D | -0.6% | -2.7% | +2.2% | +0.7% |
| 30D | -15.4% | -4.3% | -11.1% | -13.8% |
| 3M | -9.1% | +3.2% | -12.4% | -10.5% |
| 6M | -17.1% | -2.9% | -14.2% | -16.2% |
| YTD | +1.5% | +4.3% | -2.7% | -0.6% |
| 1Y | -1.3% | +1.6% | -3.0% | -2.6% |
| 3Y | +19.5% | +54.3% | -34.7% | -3.1% |
| 5Y | +3.1% | +26.5% | -23.4% | -9.8% |
| All | +3.1% | +25.4% | -22.3% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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