+5,634.3%
HON vs EXC
+2,353.7%
+3,280.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.0% | +1.3% |
| 7D | -3.6% | +0.3% | -3.9% | -3.7% |
| 30D | -15.3% | -3.7% | -11.5% | -14.1% |
| 3M | -7.9% | -1.3% | -6.6% | -7.6% |
| 6M | -18.1% | -9.7% | -8.3% | -15.2% |
| YTD | +3.8% | +2.9% | +0.9% | +2.2% |
| 1Y | +0.5% | +4.4% | -3.9% | -1.8% |
| 3Y | +19.8% | +22.2% | -2.4% | +8.9% |
| 5Y | +2.9% | +46.7% | -43.8% | -13.4% |
| 10Y | +134.6% | +155.3% | -20.7% | +58.4% |
| All | +5,634.3% | +2,353.7% | +3,280.6% | +1,937.8% |
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 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