+1,792.2%
HON vs EL
+1,685.7%
+106.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | 0.0% |
| 7D | -3.6% | +0.8% | -4.4% | -3.8% |
| 30D | -15.3% | +19.8% | -35.1% | -20.5% |
| 3M | -7.9% | +25.7% | -33.6% | -15.1% |
| 6M | -18.1% | +5.4% | -23.5% | -21.0% |
| YTD | +3.8% | +0.2% | +3.6% | +0.4% |
| 1Y | +0.5% | +20.4% | -20.0% | -9.2% |
| 3Y | +19.8% | -32.1% | +51.9% | +21.2% |
| 5Y | +2.9% | -67.2% | +70.1% | +30.6% |
| 10Y | +134.6% | +31.7% | +102.9% | +76.2% |
| All | +1,792.2% | +1,685.7% | +106.4% | +470.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling