+3.1%
HON vs EW
-29.9%
+32.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -0.6% | -5.1% | +4.6% | +0.5% |
| 30D | -15.4% | -6.4% | -9.0% | -14.3% |
| 3M | -9.1% | -1.6% | -7.6% | -9.0% |
| 6M | -17.1% | +2.3% | -19.3% | -17.7% |
| YTD | +1.5% | +1.1% | +0.4% | +0.9% |
| 1Y | -1.3% | +8.0% | -9.3% | -3.4% |
| 3Y | +19.5% | +16.3% | +3.2% | +12.3% |
| 5Y | +3.1% | -29.4% | +32.5% | +7.4% |
| All | +3.1% | -29.9% | +32.9% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling