+4.0%
HON vs THC
+248.0%
-243.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | -0.8% | -2.6% | +1.7% | -0.4% |
| 30D | -15.2% | -1.2% | -14.0% | -15.0% |
| 3M | -6.0% | +58.9% | -64.9% | -12.9% |
| 6M | -14.9% | +9.3% | -24.2% | -16.6% |
| YTD | +3.2% | +30.4% | -27.2% | -2.0% |
| 1Y | 0.0% | +34.6% | -34.6% | -5.8% |
| 3Y | +21.5% | +246.7% | -225.2% | -3.9% |
| 5Y | +4.0% | +244.5% | -240.5% | -18.6% |
| All | +4.0% | +248.0% | -243.9% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling