+1,256.4%
HON vs ELV
+2,409.5%
-1,153.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -0.8% | -0.3% | -0.6% | -0.8% |
| 30D | -15.2% | +2.0% | -17.1% | -15.7% |
| 3M | -6.0% | -3.5% | -2.5% | -5.5% |
| 6M | -14.9% | +40.2% | -55.1% | -24.7% |
| YTD | +3.2% | +15.8% | -12.7% | -3.7% |
| 1Y | 0.0% | +33.2% | -33.2% | -11.3% |
| 3Y | +21.5% | -6.2% | +27.7% | +17.6% |
| 5Y | +4.0% | +16.4% | -12.4% | -8.7% |
| 10Y | +138.4% | +259.8% | -121.4% | +35.2% |
| All | +1,256.4% | +2,409.5% | -1,153.2% | +351.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling