+12.0%
HON vs XRT
-4.8%
+16.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +1.4% | +1.7% | -0.3% | +0.7% |
| 30D | +7.5% | +7.5% | 0.0% | +4.2% |
| 3M | -4.3% | +2.2% | -6.5% | -5.3% |
| 6M | -1.5% | +14.7% | -16.2% | -7.3% |
| YTD | +10.5% | +7.5% | +3.0% | +6.8% |
| 1Y | +8.5% | +14.1% | -5.6% | +2.2% |
| 3Y | +28.0% | +58.8% | -30.7% | +3.8% |
| All | +12.0% | -4.8% | +16.8% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling