+132.1%
HON vs ESI
+310.7%
-178.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | +0.2% |
| 7D | -2.6% | -2.3% | -0.3% | -1.9% |
| 30D | -11.9% | -9.0% | -2.8% | -9.2% |
| 3M | -6.1% | -13.3% | +7.2% | -2.6% |
| 6M | -19.2% | +5.3% | -24.5% | -22.5% |
| YTD | +0.2% | +37.6% | -37.5% | -13.1% |
| 1Y | -1.5% | +33.6% | -35.1% | -14.2% |
| 3Y | +17.9% | +75.8% | -57.8% | -10.0% |
| 5Y | +1.9% | +68.6% | -66.7% | -23.2% |
| All | +132.1% | +310.7% | -178.6% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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