+1,111.5%
XLI vs HON
+860.4%
+251.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +1.0% | -0.8% | +1.8% | +1.4% |
| 30D | -5.8% | -15.2% | +9.4% | +2.4% |
| 3M | +0.7% | -6.0% | +6.7% | +3.2% |
| 6M | +3.2% | -14.9% | +18.1% | +11.1% |
| YTD | +13.0% | +3.2% | +9.9% | +9.8% |
| 1Y | +16.8% | 0.0% | +16.8% | +15.0% |
| 3Y | +72.4% | +21.5% | +50.9% | +51.3% |
| 5Y | +82.8% | +4.0% | +78.7% | +73.3% |
| 10Y | +252.4% | +138.4% | +114.1% | +121.3% |
| All | +1,111.5% | +860.4% | +251.2% | +280.5% |
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