+5,634.3%
HON vs TXT
+2,070.1%
+3,564.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.1% |
| 7D | -3.6% | -4.8% | +1.2% | -1.6% |
| 30D | -15.3% | -10.6% | -4.7% | -11.2% |
| 3M | -7.9% | -13.2% | +5.3% | -2.5% |
| 6M | -18.1% | -20.3% | +2.3% | -10.4% |
| YTD | +3.8% | -9.3% | +13.1% | +7.5% |
| 1Y | +0.5% | -2.7% | +3.2% | +0.8% |
| 3Y | +19.8% | +1.4% | +18.4% | +16.5% |
| 5Y | +2.9% | +9.6% | -6.6% | -4.9% |
| 10Y | +134.6% | +94.9% | +39.7% | +61.0% |
| All | +5,634.3% | +2,070.1% | +3,564.3% | +1,257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling