+132.3%
HON vs EFV
+169.9%
-37.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.9% |
| 7D | -3.5% | -0.8% | -2.7% | -2.8% |
| 30D | -13.8% | +0.6% | -14.4% | -14.3% |
| 3M | -11.7% | +7.5% | -19.2% | -17.4% |
| 6M | -18.7% | +13.0% | -31.8% | -27.3% |
| YTD | +0.2% | +18.3% | -18.1% | -14.0% |
| 1Y | -3.1% | +26.7% | -29.8% | -21.8% |
| 3Y | +17.0% | +89.6% | -72.6% | -35.4% |
| 5Y | +2.0% | +98.2% | -96.2% | -46.5% |
| All | +132.3% | +169.9% | -37.6% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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