+132.1%
HON vs EXEL
+386.3%
-254.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | -2.6% | -2.9% | +0.3% | -2.3% |
| 30D | -11.9% | +11.9% | -23.8% | -13.2% |
| 3M | -6.1% | +9.2% | -15.3% | -7.2% |
| 6M | -19.2% | +39.1% | -58.3% | -22.8% |
| YTD | +0.2% | +31.0% | -30.9% | -3.7% |
| 1Y | -1.5% | +52.3% | -53.8% | -7.4% |
| 3Y | +17.9% | +159.7% | -141.8% | +1.9% |
| 5Y | +1.9% | +187.7% | -185.8% | -14.2% |
| All | +132.1% | +386.3% | -254.2% | +84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling