+6,012.9%
HON vs TXT
+2,214.4%
+3,798.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.1% |
| 7D | +3.6% | -1.1% | +4.6% | +4.0% |
| 30D | +7.8% | +13.3% | -5.5% | +2.1% |
| 3M | -4.8% | -5.1% | +0.4% | -3.1% |
| 6M | -1.7% | -7.1% | +5.4% | +0.8% |
| YTD | +10.7% | -3.2% | +13.9% | +11.1% |
| 1Y | +7.8% | +2.3% | +5.4% | +5.7% |
| 3Y | +28.1% | +11.1% | +17.0% | +19.7% |
| 5Y | +12.2% | +10.0% | +2.2% | +3.2% |
| 10Y | +155.7% | +91.1% | +64.6% | +76.1% |
| All | +6,012.9% | +2,214.4% | +3,798.5% | +1,303.1% |
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