+49.9%
XLE vs HON
+12.4%
+37.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.0% | -6.7% | -4.3% |
| 7D | -7.2% | +4.2% | -11.4% | -6.4% |
| 30D | +0.1% | +6.7% | -6.6% | +1.4% |
| 3M | +9.2% | -7.9% | +17.1% | +8.1% |
| 6M | +8.4% | +4.8% | +3.5% | +9.1% |
| YTD | +44.9% | +13.2% | +31.7% | +40.3% |
| 1Y | +49.9% | +13.1% | +36.8% | +45.3% |
| All | +49.9% | +12.4% | +37.5% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 1y: compounded portfolio wealth divided by compounded HON 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…
1y analysis · Full analysis span regression · 6 months rolling