+155.8%
HON vs ELF
+332.6%
-176.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.6% |
| 7D | +1.4% | +1.6% | -0.2% | +1.2% |
| 30D | +7.5% | +9.1% | -1.6% | +6.3% |
| 3M | -4.3% | +28.2% | -32.5% | -7.3% |
| 6M | -1.5% | +119.5% | -121.1% | -11.2% |
| YTD | +10.5% | +55.2% | -44.6% | +3.1% |
| 1Y | +8.5% | +58.6% | -50.1% | +0.8% |
| 3Y | +28.0% | +21.3% | +6.8% | +13.0% |
| 5Y | +12.0% | +276.2% | -264.2% | -21.6% |
| All | +155.8% | +332.6% | -176.8% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling