+985.5%
HON vs EWZ
+439.1%
+546.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | -0.6% | -0.1% | -0.5% | -0.5% |
| 30D | -15.4% | +8.2% | -23.6% | -17.9% |
| 3M | -9.1% | +13.3% | -22.4% | -13.3% |
| 6M | -17.1% | +3.6% | -20.6% | -18.4% |
| YTD | +1.5% | +21.0% | -19.5% | -5.8% |
| 1Y | -1.3% | +34.7% | -36.0% | -12.1% |
| 3Y | +19.5% | +48.3% | -28.7% | +1.2% |
| 5Y | +3.1% | +60.1% | -57.0% | -18.0% |
| 10Y | +138.4% | +92.6% | +45.8% | +59.6% |
| All | +985.5% | +439.1% | +546.4% | +328.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling