+132.1%
HON vs EXC
+159.4%
-27.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -2.6% | -1.6% | -1.0% | -2.0% |
| 30D | -11.9% | -2.4% | -9.5% | -11.0% |
| 3M | -6.1% | -4.0% | -2.1% | -4.6% |
| 6M | -19.2% | -9.8% | -9.4% | -16.0% |
| YTD | +0.2% | +2.3% | -2.2% | -1.5% |
| 1Y | -1.5% | +3.8% | -5.3% | -4.0% |
| 3Y | +17.9% | +19.7% | -1.8% | +6.0% |
| 5Y | +1.9% | +45.6% | -43.7% | -18.0% |
| All | +132.1% | +159.4% | -27.3% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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