+68.5%
XLI vs HON
+17.0%
+51.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | -2.3% | -2.6% | +0.3% | -1.1% |
| 30D | -8.2% | -11.9% | +3.7% | -2.9% |
| 3M | +0.8% | -6.1% | +6.9% | +2.7% |
| 6M | +0.8% | -19.2% | +20.0% | +10.0% |
| YTD | +10.5% | +0.2% | +10.4% | +8.6% |
| 1Y | +14.1% | -1.5% | +15.6% | +12.8% |
| All | +68.5% | +17.0% | +51.5% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling