+132.1%
HON vs THC
+1,021.1%
-889.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -1.0% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -11.9% | +1.5% | -13.4% | -12.1% |
| 3M | -6.1% | +59.9% | -66.0% | -13.5% |
| 6M | -19.2% | +11.0% | -30.2% | -21.1% |
| YTD | +0.2% | +32.6% | -32.4% | -5.4% |
| 1Y | -1.5% | +37.4% | -38.9% | -7.9% |
| 3Y | +17.9% | +252.5% | -234.6% | -7.9% |
| 5Y | +1.9% | +262.3% | -260.4% | -23.5% |
| All | +132.1% | +1,021.1% | -889.0% | +34.3% |
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