+135.3%
HON vs TAP
-50.5%
+185.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -0.6% | -5.1% | +4.5% | +1.1% |
| 30D | -15.4% | -8.4% | -6.9% | -13.0% |
| 3M | -9.1% | -3.9% | -5.2% | -8.3% |
| 6M | -17.1% | -14.4% | -2.7% | -13.3% |
| YTD | +1.5% | -14.7% | +16.3% | +5.8% |
| 1Y | -1.3% | -18.7% | +17.4% | +4.2% |
| 3Y | +19.5% | -32.6% | +52.2% | +32.7% |
| 5Y | +3.1% | -1.4% | +4.5% | -3.5% |
| All | +135.3% | -50.5% | +185.7% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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