+2,386.6%
HON vs EME
+62,686.5%
-60,299.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.4% |
| 7D | -0.8% | +5.2% | -6.0% | -2.3% |
| 30D | -15.2% | -5.4% | -9.8% | -13.9% |
| 3M | -6.0% | -6.1% | +0.1% | -5.2% |
| 6M | -14.9% | +9.7% | -24.5% | -18.5% |
| YTD | +3.2% | +26.6% | -23.4% | -5.9% |
| 1Y | 0.0% | +24.6% | -24.6% | -9.5% |
| 3Y | +21.5% | +249.6% | -228.1% | -23.8% |
| 5Y | +4.0% | +556.6% | -552.5% | -47.3% |
| 10Y | +138.4% | +1,286.6% | -1,148.2% | -6.6% |
| All | +2,386.6% | +62,686.5% | -60,299.9% | +487.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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