+1.5%
HON vs ELV
+24.6%
-23.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.8% | -2.1% |
| 7D | -3.5% | +2.8% | -6.2% | -3.9% |
| 30D | -13.8% | +4.9% | -18.7% | -14.4% |
| 3M | -11.7% | +4.9% | -16.6% | -12.6% |
| 6M | -18.7% | +45.1% | -63.8% | -24.2% |
| YTD | +0.2% | +20.7% | -20.4% | -3.8% |
| 1Y | -3.1% | +35.0% | -38.1% | -9.3% |
| 3Y | +17.0% | -2.4% | +19.4% | +14.8% |
| All | +1.5% | +24.6% | -23.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 5y: compounded portfolio wealth divided by compounded ELV 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…
5y analysis · Full analysis span regression · 6 months rolling