+13.7%
HON vs EXE
+182.2%
-168.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | -3.5% | -3.1% | -0.3% | -3.1% |
| 30D | -13.8% | -0.9% | -12.8% | -13.7% |
| 3M | -11.7% | +9.6% | -21.2% | -12.8% |
| 6M | -18.7% | -11.6% | -7.1% | -17.6% |
| YTD | +0.2% | -12.6% | +12.8% | +1.5% |
| 1Y | -3.1% | +1.2% | -4.2% | -4.2% |
| 3Y | +17.0% | +18.0% | -1.1% | +12.2% |
| 5Y | +2.0% | +101.1% | -99.1% | -10.2% |
| All | +13.7% | +182.2% | -168.5% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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