+6,012.9%
HON vs ED
+2,477.8%
+3,535.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.9% |
| 7D | +3.6% | -1.7% | +5.3% | +4.3% |
| 30D | +7.8% | +10.7% | -2.9% | +3.2% |
| 3M | -4.8% | +11.6% | -16.4% | -9.2% |
| 6M | -1.7% | +13.5% | -15.2% | -7.1% |
| YTD | +10.7% | +23.1% | -12.4% | +0.8% |
| 1Y | +7.8% | +23.1% | -15.3% | -1.9% |
| 3Y | +28.1% | +47.9% | -19.9% | +6.1% |
| 5Y | +12.2% | +83.9% | -71.7% | -16.2% |
| 10Y | +155.7% | +142.1% | +13.6% | +62.7% |
| All | +6,012.9% | +2,477.8% | +3,535.2% | +1,495.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling