+156.2%
HON vs EXPD
+336.9%
-180.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | +3.6% | +3.6% | 0.0% | +1.9% |
| 30D | +7.8% | +0.3% | +7.5% | +7.6% |
| 3M | -4.8% | +6.1% | -10.8% | -7.5% |
| 6M | -1.7% | +27.4% | -29.0% | -12.4% |
| YTD | +10.7% | +32.0% | -21.3% | -4.6% |
| 1Y | +7.8% | +40.5% | -32.8% | -10.1% |
| 3Y | +28.1% | +75.7% | -47.6% | -7.1% |
| 5Y | +12.2% | +61.7% | -49.6% | -16.8% |
| All | +156.2% | +336.9% | -180.8% | +11.6% |
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