+132.3%
HON vs EQIX
+246.8%
-114.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | -3.5% | +0.2% | -3.6% | -3.5% |
| 30D | -13.8% | -2.5% | -11.3% | -13.1% |
| 3M | -11.7% | 0.0% | -11.6% | -11.9% |
| 6M | -18.7% | +7.6% | -26.4% | -20.7% |
| YTD | +0.2% | +37.5% | -37.3% | -9.4% |
| 1Y | -3.1% | +32.9% | -36.0% | -11.6% |
| 3Y | +17.0% | +42.8% | -25.8% | +2.4% |
| 5Y | +2.0% | +35.8% | -33.8% | -11.3% |
| All | +132.3% | +246.8% | -114.5% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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