+132.3%
HON vs EMR
+284.0%
-151.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -1.3% |
| 7D | -3.5% | -0.4% | -3.0% | -3.3% |
| 30D | -13.8% | -6.8% | -7.0% | -10.4% |
| 3M | -11.7% | +7.5% | -19.2% | -15.5% |
| 6M | -18.7% | +9.9% | -28.6% | -23.6% |
| YTD | +0.2% | +16.0% | -15.7% | -9.2% |
| 1Y | -3.1% | +12.4% | -15.5% | -11.1% |
| 3Y | +17.0% | +60.2% | -43.3% | -16.2% |
| 5Y | +2.0% | +67.9% | -65.8% | -30.3% |
| All | +132.3% | +284.0% | -151.7% | -1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling