+156.2%
HON vs THC
+1,818.8%
-1,662.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.5% |
| 7D | +3.6% | +0.1% | +3.4% | +3.5% |
| 30D | +7.8% | +7.5% | +0.3% | +6.4% |
| 3M | -4.8% | +7.5% | -12.3% | -6.1% |
| 6M | -1.7% | +46.4% | -48.1% | -8.6% |
| YTD | +10.7% | +44.4% | -33.7% | +2.6% |
| 1Y | +7.8% | +43.4% | -35.7% | -0.2% |
| 3Y | +28.1% | +433.3% | -405.2% | -8.0% |
| 5Y | +12.2% | +262.5% | -250.3% | -16.9% |
| All | +156.2% | +1,818.8% | -1,662.6% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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