+17.0%
HON vs TXG
+43.8%
-26.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.2% |
| 7D | -3.5% | +9.5% | -12.9% | -4.2% |
| 30D | -13.8% | +18.8% | -32.5% | -15.2% |
| 3M | -11.7% | +136.1% | -147.8% | -18.8% |
| 6M | -18.7% | +235.2% | -254.0% | -27.8% |
| YTD | +0.2% | +320.5% | -320.3% | -12.9% |
| 1Y | -3.1% | +425.2% | -428.2% | -18.1% |
| 3Y | +17.0% | +42.9% | -25.9% | +6.1% |
| All | +17.0% | +43.8% | -26.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling