+18.5%
HON vs ELF
-27.2%
+45.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.3% |
| 7D | -0.6% | -6.8% | +6.2% | -0.1% |
| 30D | -15.4% | +5.1% | -20.5% | -15.7% |
| 3M | -9.1% | +79.8% | -88.9% | -12.8% |
| 6M | -17.1% | +29.7% | -46.8% | -18.9% |
| YTD | +1.5% | +31.6% | -30.1% | -1.1% |
| 1Y | -1.3% | -27.9% | +26.6% | -0.6% |
| All | +18.5% | -27.2% | +45.6% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling