+5,436.0%
HON vs NTRS
+7,800.3%
-2,364.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -3.5% | +1.4% | -4.8% | -4.0% |
| 30D | -13.8% | -0.7% | -13.1% | -13.5% |
| 3M | -11.7% | +11.3% | -23.0% | -15.6% |
| 6M | -18.7% | +35.5% | -54.3% | -28.5% |
| YTD | +0.2% | +40.6% | -40.4% | -13.4% |
| 1Y | -3.1% | +49.2% | -52.3% | -18.5% |
| 3Y | +17.0% | +167.2% | -150.3% | -24.2% |
| 5Y | +2.0% | +94.9% | -92.9% | -27.1% |
| 10Y | +135.4% | +259.5% | -124.1% | +27.6% |
| All | +5,436.0% | +7,800.3% | -2,364.4% | +980.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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