+790.9%
HON vs XHB
+167.3%
+623.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.5% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -15.2% | -9.1% | -6.1% | -11.2% |
| 3M | -6.0% | -2.3% | -3.7% | -5.2% |
| 6M | -14.9% | -4.1% | -10.8% | -13.7% |
| YTD | +3.2% | -1.7% | +4.9% | +3.1% |
| 1Y | 0.0% | -15.1% | +15.1% | +7.3% |
| 3Y | +21.5% | +26.8% | -5.3% | +3.0% |
| 5Y | +4.0% | +37.3% | -33.3% | -17.3% |
| 10Y | +138.4% | +205.7% | -67.3% | +23.2% |
| All | +790.9% | +167.3% | +623.7% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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