+5,634.3%
HON vs THC
+508.9%
+5,125.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | -15.3% | +1.3% | -16.5% | -15.4% |
| 3M | -7.9% | +64.2% | -72.1% | -14.6% |
| 6M | -18.1% | +8.3% | -26.3% | -19.5% |
| YTD | +3.8% | +33.4% | -29.5% | -1.3% |
| 1Y | +0.5% | +37.7% | -37.2% | -5.2% |
| 3Y | +19.8% | +236.8% | -217.0% | -2.6% |
| 5Y | +2.9% | +249.3% | -246.3% | -19.3% |
| 10Y | +134.6% | +995.2% | -860.6% | +40.1% |
| All | +5,634.3% | +508.9% | +5,125.4% | +2,617.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling