+5,506.3%
HON vs ITW
+9,371.1%
-3,864.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -0.5% |
| 7D | -0.6% | -1.9% | +1.3% | +0.6% |
| 30D | -15.4% | -10.4% | -5.0% | -9.7% |
| 3M | -9.1% | +3.5% | -12.7% | -11.0% |
| 6M | -17.1% | -3.4% | -13.7% | -15.7% |
| YTD | +1.5% | +8.5% | -7.0% | -3.8% |
| 1Y | -1.3% | +3.2% | -4.6% | -3.7% |
| 3Y | +19.5% | +18.9% | +0.7% | +6.5% |
| 5Y | +3.1% | +35.0% | -32.0% | -16.0% |
| 10Y | +138.4% | +188.6% | -50.3% | +24.1% |
| All | +5,506.3% | +9,371.1% | -3,864.8% | +586.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling