-0.1%
HON vs EXPE
+15.9%
-16.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -0.6% |
| 7D | -0.4% | -17.8% | +17.4% | +2.9% |
| 30D | +8.6% | -3.2% | +11.8% | +9.6% |
| 3M | -0.8% | -19.0% | +18.2% | +2.7% |
| 6M | -0.1% | +17.7% | -17.8% | -9.1% |
| All | -0.1% | +15.9% | -16.0% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling