+633.7%
XLU vs HON
+832.4%
-198.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.6% |
| 7D | -1.2% | -2.6% | +1.4% | -0.4% |
| 30D | -2.5% | -11.9% | +9.3% | +0.9% |
| 3M | -2.7% | -6.1% | +3.3% | -1.4% |
| 6M | -7.5% | -19.2% | +11.7% | -2.4% |
| YTD | +0.9% | +0.2% | +0.8% | 0.0% |
| 1Y | +3.3% | -1.5% | +4.8% | +2.6% |
| 3Y | +47.3% | +17.9% | +29.4% | +37.9% |
| 5Y | +44.4% | +1.9% | +42.5% | +40.0% |
| 10Y | +140.8% | +135.2% | +5.6% | +83.6% |
| All | +633.7% | +832.4% | -198.7% | +256.4% |
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