+132.3%
HON vs ITW
+194.8%
-62.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.7% |
| 7D | -3.5% | -0.7% | -2.7% | -3.0% |
| 30D | -13.8% | -8.3% | -5.4% | -8.4% |
| 3M | -11.7% | +6.0% | -17.7% | -15.4% |
| 6M | -18.7% | 0.0% | -18.7% | -19.1% |
| YTD | +0.2% | +10.2% | -10.0% | -7.0% |
| 1Y | -3.1% | +3.2% | -6.3% | -6.0% |
| 3Y | +17.0% | +21.0% | -4.0% | +0.2% |
| 5Y | +2.0% | +37.9% | -35.9% | -22.4% |
| All | +132.3% | +194.8% | -62.5% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling