+2,271.5%
HON vs IT
+5,645.5%
-3,373.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.8% | +0.9% |
| 7D | -0.8% | -9.1% | +8.3% | +1.0% |
| 30D | -15.2% | -7.0% | -8.2% | -14.2% |
| 3M | -6.0% | +7.6% | -13.6% | -8.8% |
| 6M | -14.9% | +2.1% | -17.0% | -17.2% |
| YTD | +3.2% | -31.6% | +34.7% | +8.1% |
| 1Y | 0.0% | -29.9% | +29.9% | +4.0% |
| 3Y | +21.5% | -51.3% | +72.7% | +33.9% |
| 5Y | +4.0% | -44.8% | +48.8% | +10.5% |
| 10Y | +138.4% | +91.4% | +47.0% | +92.7% |
| All | +2,271.5% | +5,645.5% | -3,373.9% | +889.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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