-1.5%
HON vs XLC
-2.1%
+0.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -2.6% | -1.7% | -1.0% | -2.2% |
| 30D | -11.9% | +0.2% | -12.1% | -11.9% |
| 3M | -6.1% | +0.7% | -6.8% | -5.9% |
| 6M | -19.2% | -4.5% | -14.7% | -16.4% |
| YTD | +0.2% | -4.7% | +4.9% | +3.3% |
| 1Y | -1.5% | -1.5% | 0.0% | 0.0% |
| All | -1.5% | -2.1% | +0.6% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling