+89.6%
HON vs XLC
+134.8%
-45.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.3% |
| 7D | +3.6% | +3.1% | +0.5% | +1.7% |
| 30D | +7.8% | -4.2% | +12.0% | +10.6% |
| 3M | -4.8% | -2.1% | -2.6% | -4.0% |
| 6M | -1.7% | -6.6% | +4.9% | +1.7% |
| YTD | +10.7% | -7.8% | +18.5% | +15.4% |
| 1Y | +7.8% | -4.1% | +11.9% | +9.5% |
| 3Y | +28.1% | +62.6% | -34.6% | -8.3% |
| 5Y | +12.2% | +39.6% | -27.5% | -10.9% |
| All | +89.6% | +134.8% | -45.1% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling