+161.3%
HON vs TPR
+386.9%
-225.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +1.9% | +12.1% | -10.2% | -1.2% |
| 30D | +9.9% | +16.7% | -6.8% | +5.4% |
| 3M | -5.8% | -17.4% | +11.6% | -1.9% |
| 6M | +3.0% | +2.3% | +0.7% | +1.1% |
| YTD | +13.1% | +7.1% | +5.9% | +9.0% |
| 1Y | +13.2% | +29.5% | -16.3% | +3.6% |
| 3Y | +30.8% | +415.0% | -384.2% | -22.0% |
| 5Y | +13.0% | +261.5% | -248.4% | -28.4% |
| 10Y | +161.3% | +383.3% | -222.0% | +29.5% |
| All | +161.3% | +386.9% | -225.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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