+160.5%
HON vs EXR
+217.4%
-56.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -0.4% | -1.1% | +0.8% | 0.0% |
| 30D | +8.6% | +18.8% | -10.2% | +2.8% |
| 3M | -0.8% | +9.9% | -10.7% | -3.8% |
| 6M | -0.1% | +12.6% | -12.7% | -4.1% |
| YTD | +12.8% | +26.5% | -13.7% | +4.4% |
| 1Y | +10.4% | +24.5% | -14.1% | +2.7% |
| 3Y | +30.5% | +52.4% | -21.9% | +11.3% |
| 5Y | +15.0% | -1.5% | +16.5% | +10.7% |
| 10Y | +160.5% | +216.0% | -55.5% | +76.4% |
| All | +160.5% | +217.4% | -56.9% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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