+132.3%
HON vs TEL
+316.2%
-183.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -1.7% |
| 7D | -3.5% | +1.6% | -5.0% | -4.3% |
| 30D | -13.8% | -0.7% | -13.1% | -13.7% |
| 3M | -11.7% | +2.4% | -14.1% | -13.4% |
| 6M | -18.7% | +4.1% | -22.9% | -21.8% |
| YTD | +0.2% | -5.8% | +6.1% | +0.6% |
| 1Y | -3.1% | +0.9% | -3.9% | -7.0% |
| 3Y | +17.0% | +72.6% | -55.6% | -19.5% |
| 5Y | +2.0% | +57.5% | -55.5% | -27.8% |
| All | +132.3% | +316.2% | -183.9% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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