+3.1%
HON vs EXC
+46.0%
-42.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | -15.4% | -0.9% | -14.5% | -15.2% |
| 3M | -9.1% | -2.7% | -6.5% | -8.5% |
| 6M | -17.1% | -9.4% | -7.7% | -14.8% |
| YTD | +1.5% | +3.0% | -1.5% | +0.2% |
| 1Y | -1.3% | +5.1% | -6.5% | -3.6% |
| 3Y | +19.5% | +20.6% | -1.1% | +10.4% |
| 5Y | +3.1% | +45.7% | -42.7% | -13.9% |
| All | +3.1% | +46.0% | -42.9% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling