+1.5%
HON vs EWZ
+59.6%
-58.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.3% |
| 7D | -3.5% | +0.9% | -4.3% | -3.7% |
| 30D | -13.8% | +12.8% | -26.5% | -16.5% |
| 3M | -11.7% | +10.8% | -22.4% | -14.1% |
| 6M | -18.7% | +2.5% | -21.2% | -19.4% |
| YTD | +0.2% | +21.4% | -21.1% | -4.7% |
| 1Y | -3.1% | +32.8% | -35.8% | -9.9% |
| 3Y | +17.0% | +45.2% | -28.2% | +5.3% |
| All | +1.5% | +59.6% | -58.2% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling