+128.8%
XLP vs HON
+167.2%
-38.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.4% |
| 7D | +0.1% | +2.3% | -2.3% | -0.8% |
| 30D | +8.9% | +10.2% | -1.3% | +5.4% |
| 3M | +7.5% | -6.7% | +14.2% | +9.7% |
| 6M | +9.4% | +3.3% | +6.1% | +7.0% |
| YTD | +19.3% | +13.4% | +5.8% | +12.4% |
| 1Y | +21.7% | +14.7% | +7.0% | +14.2% |
| 3Y | +44.0% | +33.4% | +10.6% | +25.3% |
| 5Y | +42.8% | +12.7% | +30.0% | +31.1% |
| 10Y | +128.8% | +164.1% | -35.3% | +57.7% |
| All | +128.8% | +167.2% | -38.5% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling