+5.4%
HON vs TPR
+239.8%
-234.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -3.6% | -2.3% | -1.3% | -3.2% |
| 30D | -15.3% | -23.0% | +7.7% | -11.4% |
| 3M | -7.9% | -12.5% | +4.6% | -6.1% |
| 6M | -18.1% | -21.4% | +3.4% | -15.1% |
| YTD | +3.8% | -3.5% | +7.3% | +3.5% |
| 1Y | +0.5% | +17.4% | -16.9% | -3.8% |
| 3Y | +19.8% | +291.3% | -271.5% | -13.1% |
| All | +5.4% | +239.8% | -234.4% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling