+3.1%
HON vs ED
+66.4%
-63.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -15.4% | +1.9% | -17.3% | -15.9% |
| 3M | -9.1% | +1.9% | -11.0% | -9.8% |
| 6M | -17.1% | -2.3% | -14.8% | -16.7% |
| YTD | +1.5% | +10.9% | -9.4% | -2.0% |
| 1Y | -1.3% | +14.5% | -15.8% | -5.9% |
| 3Y | +19.5% | +33.4% | -13.8% | +6.1% |
| 5Y | +3.1% | +67.3% | -64.2% | -12.8% |
| All | +3.1% | +66.4% | -63.3% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling