+455.9%
HON vs EMB
+132.1%
+323.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -15.3% | -0.3% | -15.0% | -15.1% |
| 3M | -7.9% | -0.4% | -7.5% | -7.5% |
| 6M | -18.1% | +0.1% | -18.2% | -18.0% |
| YTD | +3.8% | +1.6% | +2.2% | +2.9% |
| 1Y | +0.5% | +5.6% | -5.1% | -3.3% |
| 3Y | +19.8% | +29.8% | -10.1% | -0.7% |
| 5Y | +2.9% | +7.3% | -4.4% | -2.4% |
| 10Y | +134.6% | +30.4% | +104.2% | +98.4% |
| All | +455.9% | +132.1% | +323.8% | +293.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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