+5,596.8%
HON vs EFX
+6,208.7%
-611.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.4% |
| 7D | -0.8% | -7.8% | +7.0% | +1.9% |
| 30D | -15.2% | -5.7% | -9.4% | -13.7% |
| 3M | -6.0% | +2.5% | -8.5% | -7.9% |
| 6M | -14.9% | -16.7% | +1.8% | -10.8% |
| YTD | +3.2% | -20.2% | +23.3% | +8.8% |
| 1Y | 0.0% | -31.4% | +31.4% | +10.9% |
| 3Y | +21.5% | -10.5% | +32.0% | +18.5% |
| 5Y | +4.0% | -35.2% | +39.3% | +10.9% |
| 10Y | +138.4% | +40.2% | +98.2% | +82.5% |
| All | +5,596.8% | +6,208.7% | -611.8% | +1,653.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling