+156.2%
HON vs EXPE
+126.2%
+30.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +3.6% | -4.2% | +7.7% | +4.5% |
| 30D | +7.8% | -4.5% | +12.3% | +8.5% |
| 3M | -4.8% | -19.7% | +14.9% | -0.7% |
| 6M | -1.7% | +18.3% | -20.0% | -6.7% |
| YTD | +10.7% | -7.3% | +18.0% | +9.5% |
| 1Y | +7.8% | -3.9% | +11.7% | +5.5% |
| 3Y | +28.1% | +123.0% | -94.9% | -3.6% |
| 5Y | +12.2% | +47.9% | -35.8% | -10.1% |
| All | +156.2% | +126.2% | +30.0% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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