+149.2%
HON vs ELF
+373.0%
-223.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.3% | -1.3% |
| 7D | +3.6% | +3.4% | +0.2% | +3.1% |
| 30D | +7.8% | +5.0% | +2.8% | +7.2% |
| 3M | -4.8% | +22.6% | -27.3% | -7.2% |
| 6M | -1.7% | +104.0% | -105.6% | -10.5% |
| YTD | +10.7% | +49.3% | -38.6% | +3.8% |
| 1Y | +7.8% | +46.0% | -38.3% | +1.2% |
| 3Y | +28.1% | +19.4% | +8.7% | +13.4% |
| 5Y | +12.2% | +262.0% | -249.9% | -20.6% |
| 10Y | +155.7% | +320.5% | -164.8% | +56.1% |
| All | +149.2% | +373.0% | -223.9% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling