+5,634.3%
HON vs EMR
+4,039.8%
+1,594.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.8% | 0.0% |
| 7D | -3.6% | -1.5% | -2.1% | -2.8% |
| 30D | -15.3% | -5.6% | -9.6% | -12.6% |
| 3M | -7.9% | +7.9% | -15.8% | -12.1% |
| 6M | -18.1% | +6.0% | -24.1% | -21.5% |
| YTD | +3.8% | +16.4% | -12.6% | -6.4% |
| 1Y | +0.5% | +16.6% | -16.1% | -10.1% |
| 3Y | +19.8% | +62.9% | -43.1% | -15.2% |
| 5Y | +2.9% | +60.1% | -57.2% | -27.6% |
| 10Y | +134.6% | +268.7% | -134.1% | -3.7% |
| All | +5,634.3% | +4,039.8% | +1,594.5% | +621.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling