+889.0%
HON vs EXPE
+733.4%
+155.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +3.6% | -4.2% | +7.7% | +4.6% |
| 30D | +7.8% | -4.5% | +12.3% | +8.5% |
| 3M | -4.8% | -19.7% | +14.9% | -0.5% |
| 6M | -1.7% | +18.3% | -20.0% | -7.1% |
| YTD | +10.7% | -7.3% | +18.0% | +9.2% |
| 1Y | +7.8% | -3.9% | +11.7% | +5.2% |
| 3Y | +28.1% | +123.0% | -94.9% | -4.1% |
| 5Y | +12.2% | +47.9% | -35.8% | -11.2% |
| 10Y | +155.7% | +126.5% | +29.2% | +63.0% |
| All | +889.0% | +733.4% | +155.6% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling