+132.3%
HON vs ETR
+296.9%
-164.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.5% | -1.8% | -1.7% | -2.8% |
| 30D | -13.8% | -1.8% | -12.0% | -13.2% |
| 3M | -11.7% | -3.6% | -8.1% | -10.5% |
| 6M | -18.7% | +2.6% | -21.3% | -20.0% |
| YTD | +0.2% | +16.0% | -15.8% | -6.2% |
| 1Y | -3.1% | +20.1% | -23.2% | -10.8% |
| 3Y | +17.0% | +143.6% | -126.6% | -22.3% |
| 5Y | +2.0% | +124.4% | -122.3% | -30.7% |
| All | +132.3% | +296.9% | -164.5% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling