+6,012.9%
HON vs EXC
+2,465.6%
+3,547.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | +3.6% | -1.9% | +5.5% | +4.3% |
| 30D | +7.8% | +7.8% | 0.0% | +4.8% |
| 3M | -4.8% | +1.9% | -6.6% | -5.6% |
| 6M | -1.7% | +3.4% | -5.1% | -3.2% |
| YTD | +10.7% | +7.6% | +3.1% | +7.1% |
| 1Y | +7.8% | +2.1% | +5.7% | +6.1% |
| 3Y | +28.1% | +29.6% | -1.5% | +13.9% |
| 5Y | +12.2% | +39.5% | -27.3% | -3.9% |
| 10Y | +155.7% | +200.2% | -44.5% | +63.3% |
| All | +6,012.9% | +2,465.6% | +3,547.3% | +2,034.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling