+102.9%
XLP vs HON
+138.0%
-35.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.4% | -0.8% | -0.6% | -1.2% |
| 30D | -1.3% | -15.2% | +13.9% | +4.0% |
| 3M | +1.8% | -6.0% | +7.8% | +3.1% |
| 6M | -0.8% | -14.9% | +14.1% | +3.6% |
| YTD | +9.5% | +3.2% | +6.4% | +6.6% |
| 1Y | +7.2% | 0.0% | +7.2% | +5.2% |
| 3Y | +27.1% | +21.5% | +5.7% | +14.3% |
| 5Y | +32.0% | +4.0% | +28.0% | +24.5% |
| 10Y | +102.9% | +138.4% | -35.5% | +41.5% |
| All | +102.9% | +138.0% | -35.1% | +41.5% |
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 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