-15.7%
HON vs TE
-23.7%
+8.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.0% | -10.7% | -1.0% |
| 7D | -0.8% | +18.2% | -19.1% | -1.4% |
| 30D | -15.2% | -13.5% | -1.7% | -14.9% |
| 3M | -6.0% | -44.6% | +38.6% | -4.9% |
| All | -15.7% | -23.7% | +8.0% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 6mo: compounded portfolio wealth divided by compounded TE 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…
6mo analysis · Full analysis span regression · 6 months rolling