+258.8%
HON vs ESI
+198.2%
+60.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.4% | +5.5% | -4.1% | 0.0% |
| 30D | +7.5% | -7.8% | +15.2% | +9.3% |
| 3M | -4.3% | -15.0% | +10.7% | -0.9% |
| 6M | -1.5% | -24.9% | +23.4% | +4.4% |
| YTD | +10.5% | +33.2% | -22.7% | 0.0% |
| 1Y | +8.5% | +24.9% | -16.4% | -0.3% |
| 3Y | +28.0% | +77.8% | -49.7% | +5.1% |
| 5Y | +12.0% | +37.1% | -25.1% | -3.4% |
| 10Y | +155.4% | +320.5% | -165.1% | +66.1% |
| All | +258.8% | +198.2% | +60.6% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling