+51.6%
HON vs ESTC
+19.3%
+32.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.2% | -1.0% |
| 7D | -2.6% | -13.2% | +10.5% | -1.2% |
| 30D | -11.9% | +9.3% | -21.2% | -13.1% |
| 3M | -6.1% | +37.3% | -43.4% | -9.9% |
| 6M | -19.2% | +61.0% | -80.2% | -24.2% |
| YTD | +0.2% | +10.7% | -10.5% | -2.4% |
| 1Y | -1.5% | -7.2% | +5.7% | -2.3% |
| 3Y | +17.9% | +7.2% | +10.8% | +10.1% |
| 5Y | +1.9% | -47.7% | +49.7% | +0.5% |
| All | +51.6% | +19.3% | +32.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling