+1,106.7%
XLY vs HON
+833.3%
+273.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.7% | -3.5% | +1.8% | -0.1% |
| 30D | -4.2% | -13.8% | +9.6% | +2.3% |
| 3M | -2.7% | -11.7% | +9.0% | +2.0% |
| 6M | -0.6% | -18.7% | +18.1% | +7.7% |
| YTD | -5.0% | +0.2% | -5.3% | -6.6% |
| 1Y | -4.1% | -3.1% | -1.0% | -4.5% |
| 3Y | +33.6% | +17.0% | +16.6% | +21.2% |
| 5Y | +28.7% | +2.0% | +26.7% | +24.1% |
| 10Y | +219.6% | +135.4% | +84.2% | +110.5% |
| All | +1,106.7% | +833.3% | +273.5% | +337.4% |
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