+1,048.7%
HON vs EWT
+590.1%
+458.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -0.8% | +1.6% | -2.5% | -1.6% |
| 30D | -15.2% | +8.2% | -23.4% | -18.5% |
| 3M | -6.0% | +11.1% | -17.0% | -11.6% |
| 6M | -14.9% | +60.4% | -75.3% | -34.0% |
| YTD | +3.2% | +75.6% | -72.4% | -23.8% |
| 1Y | 0.0% | +91.3% | -91.3% | -29.6% |
| 3Y | +21.5% | +200.3% | -178.8% | -33.6% |
| 5Y | +4.0% | +156.4% | -152.3% | -38.9% |
| 10Y | +138.4% | +495.8% | -357.4% | -9.8% |
| All | +1,048.7% | +590.1% | +458.6% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling