+369.7%
HON vs IEFA
+209.0%
+160.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.5% |
| 7D | -2.6% | -2.4% | -0.2% | -0.5% |
| 30D | -11.9% | -2.1% | -9.8% | -10.2% |
| 3M | -6.1% | +5.5% | -11.6% | -10.5% |
| 6M | -19.2% | +8.1% | -27.3% | -24.8% |
| YTD | +0.2% | +11.9% | -11.8% | -9.7% |
| 1Y | -1.5% | +18.1% | -19.6% | -15.3% |
| 3Y | +17.9% | +65.5% | -47.5% | -26.1% |
| 5Y | +1.9% | +50.1% | -48.1% | -30.5% |
| 10Y | +135.2% | +144.2% | -9.1% | +2.7% |
| All | +369.7% | +209.0% | +160.7% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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