+132.1%
HON vs XLB
+162.9%
-30.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.3% |
| 7D | -2.6% | -3.5% | +0.9% | +0.3% |
| 30D | -11.9% | -4.7% | -7.2% | -8.5% |
| 3M | -6.1% | +2.7% | -8.8% | -8.3% |
| 6M | -19.2% | +2.6% | -21.8% | -21.1% |
| YTD | +0.2% | +12.8% | -12.7% | -9.8% |
| 1Y | -1.5% | +14.0% | -15.4% | -12.1% |
| 3Y | +17.9% | +31.5% | -13.5% | -7.9% |
| 5Y | +1.9% | +33.4% | -31.5% | -22.6% |
| All | +132.1% | +162.9% | -30.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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