+484.5%
HON vs TEL
+708.6%
-224.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.3% |
| 7D | -0.8% | -1.4% | +0.6% | -0.1% |
| 30D | -15.2% | -4.9% | -10.3% | -13.2% |
| 3M | -6.0% | +0.1% | -6.1% | -6.7% |
| 6M | -14.9% | +0.4% | -15.3% | -16.6% |
| YTD | +3.2% | -8.9% | +12.1% | +5.3% |
| 1Y | 0.0% | -0.3% | +0.3% | -3.4% |
| 3Y | +21.5% | +67.6% | -46.1% | -14.3% |
| 5Y | +4.0% | +50.7% | -46.6% | -23.9% |
| 10Y | +138.4% | +288.6% | -150.3% | -1.0% |
| All | +484.5% | +708.6% | -224.1% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling