+4.0%
HON vs ESTC
-47.2%
+51.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.4% |
| 7D | -0.8% | -4.3% | +3.5% | -0.5% |
| 30D | -15.2% | +17.7% | -32.9% | -16.5% |
| 3M | -6.0% | +42.3% | -48.3% | -9.0% |
| 6M | -14.9% | +64.6% | -79.5% | -18.9% |
| YTD | +3.2% | +17.2% | -14.1% | +0.9% |
| 1Y | 0.0% | -4.2% | +4.2% | -0.5% |
| 3Y | +21.5% | +13.5% | +8.0% | +14.9% |
| 5Y | +4.0% | -45.5% | +49.6% | -2.2% |
| All | +4.0% | -47.2% | +51.3% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling