+3.1%
HON vs XLB
+35.5%
-32.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.8% |
| 7D | -0.6% | -2.9% | +2.4% | +1.7% |
| 30D | -15.4% | -3.4% | -12.0% | -13.3% |
| 3M | -9.1% | +1.6% | -10.7% | -10.3% |
| 6M | -17.1% | +3.6% | -20.7% | -19.4% |
| YTD | +1.5% | +14.2% | -12.7% | -8.2% |
| 1Y | -1.3% | +15.6% | -16.9% | -11.6% |
| 3Y | +19.5% | +33.1% | -13.6% | -4.5% |
| 5Y | +3.1% | +35.0% | -32.0% | -19.0% |
| All | +3.1% | +35.5% | -32.4% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling