+28.0%
HON vs ESI
+79.1%
-51.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.4% | +5.5% | -4.1% | +0.2% |
| 30D | +7.5% | -7.8% | +15.2% | +9.1% |
| 3M | -4.3% | -15.0% | +10.7% | -1.3% |
| 6M | -1.5% | -24.9% | +23.4% | +3.8% |
| YTD | +10.5% | +33.2% | -22.7% | -0.8% |
| 1Y | +8.5% | +24.9% | -16.4% | -1.0% |
| 3Y | +28.0% | +77.8% | -49.7% | +1.1% |
| All | +28.0% | +79.1% | -51.0% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling