+132.3%
HON vs XME
+421.4%
-289.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -3.5% | -4.2% | +0.7% | -1.9% |
| 30D | -13.8% | -2.7% | -11.1% | -13.1% |
| 3M | -11.7% | -3.9% | -7.8% | -10.8% |
| 6M | -18.7% | -1.0% | -17.8% | -19.3% |
| YTD | +0.2% | +9.8% | -9.6% | -5.1% |
| 1Y | -3.1% | +32.5% | -35.6% | -15.8% |
| 3Y | +17.0% | +124.3% | -107.4% | -20.6% |
| 5Y | +2.0% | +165.8% | -163.8% | -38.7% |
| All | +132.3% | +421.4% | -289.0% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling