+1.5%
HON vs EFV
+95.9%
-94.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.7% |
| 7D | -3.5% | -0.8% | -2.7% | -2.9% |
| 30D | -13.8% | +0.6% | -14.4% | -14.2% |
| 3M | -11.7% | +7.5% | -19.2% | -16.4% |
| 6M | -18.7% | +13.0% | -31.8% | -25.7% |
| YTD | +0.2% | +18.3% | -18.1% | -11.4% |
| 1Y | -3.1% | +26.7% | -29.8% | -18.5% |
| 3Y | +17.0% | +89.6% | -72.6% | -26.7% |
| All | +1.5% | +95.9% | -94.4% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling