+132.3%
HON vs TXT
+107.7%
+24.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -1.0% |
| 7D | -3.5% | +2.5% | -5.9% | -4.6% |
| 30D | -13.8% | -8.9% | -4.9% | -9.9% |
| 3M | -11.7% | -13.6% | +1.9% | -5.6% |
| 6M | -18.7% | -13.1% | -5.6% | -13.6% |
| YTD | +0.2% | -7.0% | +7.3% | +3.0% |
| 1Y | -3.1% | -1.4% | -1.7% | -3.4% |
| 3Y | +17.0% | +7.0% | +10.0% | +9.8% |
| 5Y | +2.0% | +15.4% | -13.4% | -10.2% |
| All | +132.3% | +107.7% | +24.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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