+132.3%
HON vs TDY
+479.2%
-346.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | -3.5% | -1.1% | -2.3% | -2.9% |
| 30D | -13.8% | -12.0% | -1.7% | -8.0% |
| 3M | -11.7% | -3.2% | -8.5% | -10.5% |
| 6M | -18.7% | -7.9% | -10.9% | -15.7% |
| YTD | +0.2% | +18.2% | -18.0% | -8.9% |
| 1Y | -3.1% | +6.7% | -9.7% | -7.4% |
| 3Y | +17.0% | +47.5% | -30.6% | -7.2% |
| 5Y | +2.0% | +39.5% | -37.5% | -18.3% |
| All | +132.3% | +479.2% | -346.9% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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