+18.5%
HON vs EL
-32.9%
+51.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.2% |
| 7D | -0.6% | -2.4% | +1.8% | -0.3% |
| 30D | -15.4% | +13.7% | -29.1% | -16.9% |
| 3M | -9.1% | +14.5% | -23.6% | -10.9% |
| 6M | -17.1% | +7.4% | -24.5% | -18.4% |
| YTD | +1.5% | -4.7% | +6.2% | +1.0% |
| 1Y | -1.3% | +12.9% | -14.3% | -4.3% |
| All | +18.5% | -32.9% | +51.3% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling