+66.2%
HON vs NTR
+97.9%
-31.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.5% | -1.3% | -2.2% | -3.1% |
| 30D | -13.8% | +16.8% | -30.5% | -17.7% |
| 3M | -11.7% | +20.7% | -32.4% | -16.9% |
| 6M | -18.7% | +0.5% | -19.3% | -19.9% |
| YTD | +0.2% | +29.2% | -28.9% | -9.2% |
| 1Y | -3.1% | +39.6% | -42.6% | -14.8% |
| 3Y | +17.0% | +37.9% | -20.9% | +1.0% |
| 5Y | +2.0% | +47.1% | -45.0% | -24.7% |
| All | +66.2% | +97.9% | -31.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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