+18.5%
HON vs XME
+132.9%
-114.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -0.6% | -0.2% | -0.3% | -0.5% |
| 30D | -15.4% | +1.4% | -16.8% | -15.9% |
| 3M | -9.1% | +2.7% | -11.9% | -10.1% |
| 6M | -17.1% | +6.5% | -23.6% | -19.0% |
| YTD | +1.5% | +15.2% | -13.7% | -3.5% |
| 1Y | -1.3% | +43.5% | -44.8% | -12.7% |
| All | +18.5% | +132.9% | -114.5% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling