+852.6%
HON vs XRT
+539.9%
+312.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | +1.4% | +1.7% | -0.3% | +0.4% |
| 30D | +7.5% | +7.5% | 0.0% | +3.0% |
| 3M | -4.3% | +2.2% | -6.5% | -5.8% |
| 6M | -1.5% | +14.7% | -16.2% | -9.5% |
| YTD | +10.5% | +7.5% | +3.0% | +5.2% |
| 1Y | +8.5% | +14.1% | -5.6% | -0.4% |
| 3Y | +28.0% | +58.8% | -30.7% | -5.7% |
| 5Y | +12.0% | -3.9% | +15.9% | +7.4% |
| 10Y | +155.4% | +137.7% | +17.7% | +22.3% |
| All | +852.6% | +539.9% | +312.7% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling