+132.1%
HON vs EL
+25.3%
+106.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | -2.6% | -4.4% | +1.7% | -1.5% |
| 30D | -11.9% | +10.3% | -22.2% | -14.6% |
| 3M | -6.1% | +13.4% | -19.4% | -9.8% |
| 6M | -19.2% | +3.1% | -22.3% | -21.1% |
| YTD | +0.2% | -6.9% | +7.1% | -0.5% |
| 1Y | -1.5% | +11.9% | -13.4% | -7.8% |
| 3Y | +17.9% | -33.8% | +51.8% | +22.1% |
| 5Y | +1.9% | -69.0% | +70.9% | +39.0% |
| All | +132.1% | +25.3% | +106.8% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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