+20.4%
HON vs THC
+244.9%
-224.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | -0.8% | -2.6% | +1.7% | -0.5% |
| 30D | -15.2% | -1.2% | -14.0% | -15.0% |
| 3M | -6.0% | +58.9% | -64.9% | -12.5% |
| 6M | -14.9% | +9.3% | -24.2% | -16.6% |
| YTD | +3.2% | +30.4% | -27.2% | -1.7% |
| 1Y | 0.0% | +34.6% | -34.6% | -5.5% |
| All | +20.4% | +244.9% | -224.5% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling