+558.7%
XLP vs HON
+956.1%
-397.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.1% |
| 7D | +0.1% | +2.3% | -2.3% | -0.5% |
| 30D | +8.9% | +10.2% | -1.3% | +6.4% |
| 3M | +7.5% | -6.7% | +14.2% | +9.1% |
| 6M | +9.4% | +3.3% | +6.1% | +7.8% |
| YTD | +19.3% | +13.4% | +5.8% | +14.6% |
| 1Y | +21.7% | +14.7% | +7.0% | +16.6% |
| 3Y | +44.0% | +33.4% | +10.6% | +31.7% |
| 5Y | +42.8% | +12.7% | +30.0% | +35.3% |
| 10Y | +128.8% | +164.1% | -35.3% | +75.6% |
| All | +558.7% | +956.1% | -397.4% | +253.6% |
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