+1.5%
HON vs XYZ
-68.2%
+69.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.5% | -4.3% | +0.8% | -2.9% |
| 30D | -13.8% | +1.2% | -14.9% | -14.0% |
| 3M | -11.7% | +14.6% | -26.3% | -13.6% |
| 6M | -18.7% | +22.6% | -41.3% | -21.4% |
| YTD | +0.2% | +21.7% | -21.5% | -3.4% |
| 1Y | -3.1% | +6.7% | -9.8% | -5.1% |
| 3Y | +17.0% | +46.8% | -29.9% | +5.6% |
| All | +1.5% | -68.2% | +69.6% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling