+158.3%
HON vs XYZ
+608.9%
-450.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -0.6% | -3.7% | +3.2% | 0.0% |
| 30D | -15.4% | +0.5% | -15.9% | -15.6% |
| 3M | -9.1% | +16.3% | -25.4% | -11.3% |
| 6M | -17.1% | +21.1% | -38.2% | -19.8% |
| YTD | +1.5% | +22.0% | -20.5% | -2.5% |
| 1Y | -1.3% | +5.2% | -6.5% | -3.4% |
| 3Y | +19.5% | +49.6% | -30.0% | +7.1% |
| 5Y | +3.1% | -68.4% | +71.5% | +9.3% |
| 10Y | +138.4% | +604.5% | -466.2% | +61.0% |
| All | +158.3% | +608.9% | -450.6% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling