+827.7%
HON vs EXPE
+851.4%
-23.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.4% |
| 7D | -3.6% | -9.5% | +5.9% | -1.2% |
| 30D | -15.3% | -6.6% | -8.6% | -14.0% |
| 3M | -7.9% | +31.4% | -39.3% | -14.4% |
| 6M | -18.1% | +35.2% | -53.2% | -25.1% |
| YTD | +3.8% | +5.8% | -2.0% | 0.0% |
| 1Y | +0.5% | +38.7% | -38.2% | -10.6% |
| 3Y | +19.8% | +175.8% | -156.0% | -14.9% |
| 5Y | +2.9% | +111.8% | -108.9% | -25.9% |
| 10Y | +134.6% | +179.7% | -45.1% | +42.7% |
| All | +827.7% | +851.4% | -23.7% | +180.6% |
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