+237.0%
HON vs ESI
+224.6%
+12.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -2.0% | +0.2% |
| 7D | -3.6% | +3.3% | -6.9% | -4.4% |
| 30D | -15.3% | -5.9% | -9.4% | -14.0% |
| 3M | -7.9% | -14.1% | +6.2% | -4.9% |
| 6M | -18.1% | +6.6% | -24.6% | -20.6% |
| YTD | +3.8% | +45.0% | -41.2% | -7.5% |
| 1Y | +0.5% | +41.5% | -41.0% | -10.3% |
| 3Y | +19.8% | +78.8% | -59.0% | -1.4% |
| 5Y | +2.9% | +70.9% | -68.0% | -15.7% |
| 10Y | +134.6% | +317.1% | -182.4% | +51.5% |
| All | +237.0% | +224.6% | +12.4% | +137.6% |
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