+138.4%
HON vs TPR
+299.5%
-161.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.7% |
| 7D | -0.6% | -7.3% | +6.8% | +1.4% |
| 30D | -15.4% | -30.7% | +15.3% | -7.6% |
| 3M | -9.1% | -21.6% | +12.5% | -4.0% |
| 6M | -17.1% | -21.3% | +4.3% | -12.9% |
| YTD | +1.5% | -10.2% | +11.7% | +2.7% |
| 1Y | -1.3% | +9.5% | -10.8% | -5.8% |
| 3Y | +19.5% | +280.8% | -261.2% | -22.5% |
| 5Y | +3.1% | +218.7% | -215.6% | -32.7% |
| 10Y | +138.4% | +306.7% | -168.3% | +21.5% |
| All | +138.4% | +299.5% | -161.1% | +21.5% |
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