+18.5%
HON vs ESI
+81.4%
-62.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -0.6% | +3.9% | -4.5% | -1.5% |
| 30D | -15.4% | -3.8% | -11.6% | -14.7% |
| 3M | -9.1% | -13.1% | +4.0% | -6.8% |
| 6M | -17.1% | +11.3% | -28.4% | -20.8% |
| YTD | +1.5% | +44.1% | -42.6% | -10.2% |
| 1Y | -1.3% | +40.3% | -41.7% | -12.5% |
| All | +18.5% | +81.4% | -62.9% | -7.0% |
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