+132.3%
HON vs EWZ
+94.8%
+37.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | -3.5% | +0.9% | -4.3% | -3.7% |
| 30D | -13.8% | +12.8% | -26.5% | -17.2% |
| 3M | -11.7% | +10.8% | -22.4% | -14.7% |
| 6M | -18.7% | +2.5% | -21.2% | -19.6% |
| YTD | +0.2% | +21.4% | -21.1% | -6.2% |
| 1Y | -3.1% | +32.8% | -35.8% | -12.1% |
| 3Y | +17.0% | +45.2% | -28.2% | +1.7% |
| 5Y | +2.0% | +63.0% | -61.0% | -17.1% |
| All | +132.3% | +94.8% | +37.6% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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