+1.9%
HON vs EFX
-37.1%
+39.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.6% | -11.1% | +8.5% | +0.2% |
| 30D | -11.9% | -7.4% | -4.5% | -10.4% |
| 3M | -6.1% | +1.5% | -7.6% | -7.4% |
| 6M | -19.2% | -13.7% | -5.5% | -16.9% |
| YTD | +0.2% | -21.9% | +22.0% | +5.2% |
| 1Y | -1.5% | -30.8% | +29.3% | +6.9% |
| 3Y | +17.9% | -12.4% | +30.3% | +15.9% |
| 5Y | +1.9% | -35.9% | +37.9% | +7.8% |
| All | +1.9% | -37.1% | +39.0% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling