+554.4%
HON vs TDY
+6,969.6%
-6,415.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | -2.6% | -1.9% | -0.8% | -2.1% |
| 30D | -11.9% | -12.5% | +0.6% | -8.2% |
| 3M | -6.1% | -0.8% | -5.3% | -5.9% |
| 6M | -19.2% | -9.0% | -10.2% | -17.0% |
| YTD | +0.2% | +16.8% | -16.6% | -4.8% |
| 1Y | -1.5% | +9.5% | -10.9% | -4.7% |
| 3Y | +17.9% | +45.4% | -27.5% | +4.1% |
| 5Y | +1.9% | +37.8% | -35.9% | -9.2% |
| 10Y | +135.2% | +470.2% | -335.0% | +41.8% |
| All | +554.4% | +6,969.6% | -6,415.3% | +162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling