+0.5%
HON vs EMR
+19.4%
-19.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.8% | +0.2% |
| 7D | -3.6% | -1.5% | -2.1% | -3.0% |
| 30D | -15.3% | -5.6% | -9.6% | -13.3% |
| 3M | -7.9% | +7.9% | -15.8% | -11.2% |
| 6M | -18.1% | +6.0% | -24.1% | -20.8% |
| YTD | +3.8% | +16.4% | -12.6% | -3.3% |
| 1Y | +0.5% | +16.6% | -16.1% | -7.7% |
| All | +0.5% | +19.4% | -19.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling