+132.3%
HON vs ED
+108.5%
+23.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | -3.5% | -0.8% | -2.7% | -3.2% |
| 30D | -13.8% | -0.4% | -13.3% | -13.7% |
| 3M | -11.7% | +0.5% | -12.1% | -11.9% |
| 6M | -18.7% | -3.1% | -15.6% | -18.1% |
| YTD | +0.2% | +9.8% | -9.6% | -3.4% |
| 1Y | -3.1% | +12.6% | -15.6% | -7.6% |
| 3Y | +17.0% | +31.4% | -14.4% | +3.9% |
| 5Y | +2.0% | +69.4% | -67.4% | -18.2% |
| All | +132.3% | +108.5% | +23.8% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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