+1.5%
HON vs ELAN
-30.9%
+32.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -3.5% | -5.4% | +2.0% | -2.6% |
| 30D | -13.8% | +4.7% | -18.5% | -14.5% |
| 3M | -11.7% | -3.7% | -8.0% | -11.5% |
| 6M | -18.7% | -1.2% | -17.5% | -19.3% |
| YTD | +0.2% | +2.4% | -2.1% | -1.1% |
| 1Y | -3.1% | +23.4% | -26.4% | -7.4% |
| 3Y | +17.0% | +96.7% | -79.7% | -1.6% |
| All | +1.5% | -30.9% | +32.4% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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