+166.6%
HON vs XLRE
+109.5%
+57.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -3.5% | -1.2% | -2.3% | -2.7% |
| 30D | -13.8% | -2.4% | -11.4% | -12.4% |
| 3M | -11.7% | -2.5% | -9.2% | -10.4% |
| 6M | -18.7% | +4.0% | -22.7% | -20.9% |
| YTD | +0.2% | +9.3% | -9.0% | -5.5% |
| 1Y | -3.1% | +5.6% | -8.6% | -6.7% |
| 3Y | +17.0% | +31.3% | -14.3% | -3.6% |
| 5Y | +2.0% | +9.5% | -7.5% | -6.5% |
| 10Y | +135.4% | +89.0% | +46.4% | +53.3% |
| All | +166.6% | +109.5% | +57.1% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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