+626.9%
HON vs EXEL
+264.7%
+362.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | -0.8% | +1.4% | -2.2% | -1.0% |
| 30D | -15.2% | +6.7% | -21.8% | -15.9% |
| 3M | -6.0% | +11.5% | -17.4% | -7.4% |
| 6M | -14.9% | +38.8% | -53.7% | -18.7% |
| YTD | +3.2% | +31.6% | -28.4% | -0.9% |
| 1Y | 0.0% | +53.0% | -53.0% | -6.1% |
| 3Y | +21.5% | +160.8% | -139.4% | +4.9% |
| 5Y | +4.0% | +190.1% | -186.0% | -12.5% |
| 10Y | +138.4% | +367.0% | -228.6% | +75.7% |
| All | +626.9% | +264.7% | +362.2% | +246.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXEL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling