+132.3%
HON vs EWT
+523.5%
-391.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.8% |
| 7D | -3.5% | -1.1% | -2.3% | -2.9% |
| 30D | -13.8% | +4.5% | -18.2% | -15.7% |
| 3M | -11.7% | +8.3% | -19.9% | -16.1% |
| 6M | -18.7% | +54.2% | -73.0% | -36.6% |
| YTD | +0.2% | +74.6% | -74.3% | -27.2% |
| 1Y | -3.1% | +84.9% | -88.0% | -32.1% |
| 3Y | +17.0% | +197.5% | -180.6% | -40.6% |
| 5Y | +2.0% | +150.6% | -148.6% | -42.6% |
| All | +132.3% | +523.5% | -391.2% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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