+6,005.0%
HON vs ED
+2,513.4%
+3,491.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.7% |
| 7D | +1.4% | +2.1% | -0.6% | +0.6% |
| 30D | +7.5% | +10.4% | -2.9% | +3.1% |
| 3M | -4.3% | +12.5% | -16.9% | -9.1% |
| 6M | -1.5% | +14.9% | -16.5% | -7.5% |
| YTD | +10.5% | +24.8% | -14.3% | +0.1% |
| 1Y | +8.5% | +23.8% | -15.3% | -1.5% |
| 3Y | +28.0% | +51.6% | -23.6% | +5.0% |
| 5Y | +12.0% | +86.4% | -74.4% | -16.8% |
| 10Y | +155.4% | +145.4% | +9.9% | +61.6% |
| All | +6,005.0% | +2,513.4% | +3,491.6% | +1,484.7% |
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