+18.5%
HON vs EW
+16.4%
+2.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -0.6% | -5.1% | +4.6% | +0.4% |
| 30D | -15.4% | -6.4% | -9.0% | -14.4% |
| 3M | -9.1% | -1.6% | -7.6% | -9.0% |
| 6M | -17.1% | +2.3% | -19.3% | -17.6% |
| YTD | +1.5% | +1.1% | +0.4% | +1.0% |
| 1Y | -1.3% | +8.0% | -9.3% | -3.1% |
| All | +18.5% | +16.4% | +2.0% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 3y: compounded portfolio wealth divided by compounded EW 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…
3y analysis · Full analysis span regression · 6 months rolling