+552.8%
XLP vs HON
+914.8%
-362.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.8% |
| 7D | +0.7% | +0.8% | 0.0% | +0.5% |
| 30D | +10.3% | +5.7% | +4.5% | +8.7% |
| 3M | +6.5% | -8.3% | +14.9% | +8.6% |
| 6M | +8.4% | -2.4% | +10.8% | +8.3% |
| YTD | +18.2% | +9.0% | +9.2% | +14.7% |
| 1Y | +22.4% | +9.2% | +13.2% | +18.7% |
| 3Y | +41.9% | +26.3% | +15.6% | +31.6% |
| 5Y | +40.9% | +9.1% | +31.7% | +34.5% |
| 10Y | +128.4% | +163.4% | -35.1% | +75.6% |
| All | +552.8% | +914.8% | -362.0% | +253.9% |
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 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