+0.5%
HON vs ELF
-17.5%
+18.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.2% | +0.9% |
| 7D | -3.6% | +5.4% | -8.9% | -3.8% |
| 30D | -15.3% | +27.0% | -42.2% | -16.1% |
| 3M | -7.9% | +113.2% | -121.1% | -11.5% |
| 6M | -18.1% | +36.6% | -54.6% | -19.6% |
| YTD | +3.8% | +44.2% | -40.4% | +1.4% |
| 1Y | +0.5% | -18.0% | +18.5% | +0.2% |
| All | +0.5% | -17.5% | +18.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling