+76.7%
HON vs XLC
+142.6%
-65.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -0.8% | +0.6% | -1.4% | -1.2% |
| 30D | -15.2% | +0.2% | -15.4% | -15.4% |
| 3M | -6.0% | +0.6% | -6.6% | -6.9% |
| 6M | -14.9% | -4.5% | -10.4% | -12.9% |
| YTD | +3.2% | -4.7% | +7.9% | +5.8% |
| 1Y | 0.0% | -1.7% | +1.7% | +0.4% |
| 3Y | +21.5% | +72.3% | -50.8% | -15.9% |
| 5Y | +4.0% | +37.8% | -33.7% | -15.8% |
| All | +76.7% | +142.6% | -65.9% | -14.6% |
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