+6,127.6%
HON vs ECL
+14,389.6%
-8,262.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -0.4% | -2.3% | +1.9% | +0.9% |
| 30D | +8.6% | +8.3% | +0.3% | +4.1% |
| 3M | -0.8% | +8.4% | -9.2% | -5.2% |
| 6M | -0.1% | +23.3% | -23.4% | -11.0% |
| YTD | +12.8% | +18.2% | -5.5% | +2.6% |
| 1Y | +10.4% | +18.8% | -8.3% | +0.1% |
| 3Y | +30.5% | +78.5% | -48.0% | -6.5% |
| 5Y | +15.0% | +40.1% | -25.1% | -8.4% |
| 10Y | +160.5% | +196.5% | -36.0% | +37.2% |
| All | +6,127.6% | +14,389.6% | -8,262.1% | +834.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling