+15.0%
HON vs EXC
+40.5%
-25.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -0.4% | -1.4% | +1.0% | 0.0% |
| 30D | +8.6% | +8.3% | +0.3% | +6.0% |
| 3M | -0.8% | +2.6% | -3.4% | -1.6% |
| 6M | -0.1% | +5.2% | -5.3% | -1.8% |
| YTD | +12.8% | +7.5% | +5.2% | +9.8% |
| 1Y | +10.4% | +3.2% | +7.3% | +8.8% |
| 3Y | +30.5% | +29.5% | +0.9% | +17.5% |
| 5Y | +15.0% | +39.7% | -24.7% | -4.1% |
| All | +15.0% | +40.5% | -25.5% | -4.1% |
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