+412.9%
XLF vs HON
+845.1%
-432.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.5% |
| 7D | -1.0% | -0.6% | -0.5% | -0.7% |
| 30D | -1.3% | -15.4% | +14.1% | +7.9% |
| 3M | +9.1% | -9.1% | +18.3% | +13.7% |
| 6M | +14.4% | -17.1% | +31.4% | +24.7% |
| YTD | +5.1% | +1.5% | +3.6% | +2.0% |
| 1Y | +8.6% | -1.3% | +9.9% | +6.6% |
| 3Y | +74.4% | +19.5% | +54.9% | +51.3% |
| 5Y | +64.4% | +3.1% | +61.3% | +54.0% |
| 10Y | +251.6% | +138.4% | +113.2% | +109.6% |
| All | +412.9% | +845.1% | -432.2% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling