+21.5%
HON vs TAP
-31.5%
+53.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.1% |
| 7D | -0.8% | -2.3% | +1.5% | -0.4% |
| 30D | -15.2% | -9.4% | -5.8% | -13.7% |
| 3M | -6.0% | -0.8% | -5.2% | -6.0% |
| 6M | -14.9% | -14.7% | -0.1% | -12.6% |
| YTD | +3.2% | -13.9% | +17.1% | +5.4% |
| 1Y | 0.0% | -18.6% | +18.6% | +3.4% |
| 3Y | +21.5% | -32.0% | +53.5% | +29.7% |
| All | +21.5% | -31.5% | +53.0% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling