+3.1%
HON vs ENB
+68.4%
-65.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -0.6% | -0.3% | -0.2% | -0.4% |
| 30D | -15.4% | -1.1% | -14.3% | -15.1% |
| 3M | -9.1% | -8.5% | -0.7% | -6.1% |
| 6M | -17.1% | -4.5% | -12.5% | -15.9% |
| YTD | +1.5% | +9.1% | -7.6% | -3.0% |
| 1Y | -1.3% | +8.0% | -9.3% | -5.4% |
| 3Y | +19.5% | +77.8% | -58.3% | -10.7% |
| 5Y | +3.1% | +69.4% | -66.3% | -22.8% |
| All | +3.1% | +68.4% | -65.4% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 5y: compounded portfolio wealth divided by compounded ENB 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…
5y analysis · Full analysis span regression · 6 months rolling