+6,005.0%
HON vs TXT
+2,196.3%
+3,808.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +7.5% | +13.3% | -5.9% | +1.8% |
| 3M | -4.3% | -5.0% | +0.6% | -2.7% |
| 6M | -1.5% | -8.4% | +6.9% | +1.5% |
| YTD | +10.5% | -4.0% | +14.5% | +11.4% |
| 1Y | +8.5% | +2.8% | +5.8% | +6.3% |
| 3Y | +28.0% | +10.3% | +17.8% | +20.0% |
| 5Y | +12.0% | +9.2% | +2.9% | +3.4% |
| 10Y | +155.4% | +89.6% | +65.8% | +76.4% |
| All | +6,005.0% | +2,196.3% | +3,808.6% | +1,305.7% |
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