+44.0%
XLP vs HON
+11.9%
+32.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.5% | +1.4% | +1.1% | +2.1% |
| 30D | +7.3% | +7.5% | -0.2% | +5.3% |
| 3M | +8.1% | -4.3% | +12.4% | +9.2% |
| 6M | +10.5% | -1.5% | +12.0% | +9.9% |
| YTD | +21.2% | +10.5% | +10.6% | +15.9% |
| 1Y | +22.7% | +8.5% | +14.2% | +18.0% |
| 3Y | +44.8% | +28.0% | +16.8% | +28.7% |
| All | +44.0% | +11.9% | +32.1% | +34.9% |
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