+51.0%
HON vs ELAN
-29.1%
+80.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.7% |
| 7D | -2.6% | -6.4% | +3.8% | -1.2% |
| 30D | -11.9% | +0.6% | -12.4% | -12.1% |
| 3M | -6.1% | 0.0% | -6.0% | -6.6% |
| 6M | -19.2% | -3.4% | -15.8% | -19.6% |
| YTD | +0.2% | +1.0% | -0.9% | -1.6% |
| 1Y | -1.5% | +24.7% | -26.2% | -8.2% |
| 3Y | +17.9% | +97.2% | -79.3% | -8.3% |
| 5Y | +1.9% | -31.5% | +33.5% | +8.5% |
| All | +51.0% | -29.1% | +80.1% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling