+148.7%
XLK vs HON
+1.1%
+147.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | -3.5% | +3.7% | +2.1% |
| 30D | -0.6% | -13.8% | +13.1% | +7.3% |
| 3M | +2.6% | -11.7% | +14.2% | +8.5% |
| 6M | +34.0% | -18.7% | +52.7% | +48.0% |
| YTD | +30.7% | +0.2% | +30.4% | +26.8% |
| 1Y | +39.2% | -3.1% | +42.3% | +37.3% |
| 3Y | +120.4% | +17.0% | +103.4% | +84.6% |
| All | +148.7% | +1.1% | +147.6% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling