+132.3%
HON vs XYZ
+610.4%
-478.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.5% | -4.3% | +0.8% | -2.8% |
| 30D | -13.8% | +1.2% | -14.9% | -14.0% |
| 3M | -11.7% | +14.6% | -26.3% | -13.8% |
| 6M | -18.7% | +22.6% | -41.3% | -21.7% |
| YTD | +0.2% | +21.7% | -21.5% | -3.8% |
| 1Y | -3.1% | +6.7% | -9.8% | -5.4% |
| 3Y | +17.0% | +46.8% | -29.9% | +4.4% |
| 5Y | +2.0% | -68.0% | +70.1% | +8.9% |
| All | +132.3% | +610.4% | -478.1% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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