+132.3%
HON vs EFX
+42.6%
+89.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.5% | -4.5% | +1.1% | -2.1% |
| 30D | -13.8% | -6.1% | -7.7% | -12.3% |
| 3M | -11.7% | +6.2% | -17.9% | -14.3% |
| 6M | -18.7% | -11.2% | -7.5% | -16.8% |
| YTD | +0.2% | -21.4% | +21.6% | +6.0% |
| 1Y | -3.1% | -34.3% | +31.3% | +8.8% |
| 3Y | +17.0% | -12.5% | +29.5% | +14.5% |
| 5Y | +2.0% | -35.6% | +37.6% | +8.8% |
| All | +132.3% | +42.6% | +89.7% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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