+3.1%
HON vs EL
-68.4%
+71.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.1% |
| 7D | -0.6% | -2.4% | +1.8% | -0.2% |
| 30D | -15.4% | +13.7% | -29.1% | -17.5% |
| 3M | -9.1% | +14.5% | -23.6% | -11.6% |
| 6M | -17.1% | +7.4% | -24.5% | -18.9% |
| YTD | +1.5% | -4.7% | +6.2% | +0.8% |
| 1Y | -1.3% | +12.9% | -14.3% | -5.5% |
| 3Y | +19.5% | -32.2% | +51.8% | +21.7% |
| 5Y | +3.1% | -68.4% | +71.5% | +32.5% |
| All | +3.1% | -68.4% | +71.4% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling