+164.1%
HON vs EXPD
+334.2%
-170.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +2.9% |
| 7D | +2.3% | -5.5% | +7.8% | +4.9% |
| 30D | +10.2% | -1.9% | +12.1% | +11.1% |
| 3M | -6.7% | +6.1% | -12.8% | -9.4% |
| 6M | +3.3% | +21.6% | -18.3% | -6.0% |
| YTD | +13.4% | +27.9% | -14.5% | -0.9% |
| 1Y | +14.7% | +39.4% | -24.7% | -4.1% |
| 3Y | +33.4% | +72.7% | -39.2% | -2.5% |
| 5Y | +12.7% | +60.3% | -47.6% | -16.3% |
| 10Y | +164.1% | +332.6% | -168.5% | +14.3% |
| All | +164.1% | +334.2% | -170.0% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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