+0.5%
HON vs XRT
+3.4%
-2.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | -3.6% | +0.8% | -4.4% | -3.9% |
| 30D | -15.3% | -4.2% | -11.1% | -13.6% |
| 3M | -7.9% | +5.1% | -13.0% | -10.0% |
| 6M | -18.1% | +2.4% | -20.5% | -19.3% |
| YTD | +3.8% | +3.2% | +0.6% | +1.9% |
| 1Y | +0.5% | +1.5% | -1.0% | -0.7% |
| All | +0.5% | +3.4% | -2.9% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling