+508.9%
XLP vs HON
+866.7%
-357.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -1.0% | -3.6% | +2.6% | -0.2% |
| 30D | -0.9% | -15.3% | +14.4% | +3.0% |
| 3M | +3.8% | -7.9% | +11.7% | +5.4% |
| 6M | -1.7% | -18.1% | +16.3% | +2.4% |
| YTD | +10.3% | +3.8% | +6.4% | +8.3% |
| 1Y | +7.8% | +0.5% | +7.3% | +6.6% |
| 3Y | +27.2% | +19.8% | +7.4% | +19.5% |
| 5Y | +32.5% | +2.9% | +29.6% | +28.4% |
| 10Y | +101.8% | +134.6% | -32.8% | +59.2% |
| All | +508.9% | +866.7% | -357.7% | +234.3% |
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