+165.3%
HON vs TRU
+226.0%
-60.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -0.6% | -6.5% | +5.9% | +1.4% |
| 30D | -15.4% | -2.5% | -12.9% | -15.0% |
| 3M | -9.1% | +10.4% | -19.5% | -12.8% |
| 6M | -17.1% | +1.6% | -18.7% | -18.7% |
| YTD | +1.5% | -9.7% | +11.2% | +2.5% |
| 1Y | -1.3% | -17.3% | +15.9% | +2.0% |
| 3Y | +19.5% | -1.8% | +21.4% | +9.8% |
| 5Y | +3.1% | -36.2% | +39.3% | +10.7% |
| 10Y | +138.4% | +143.2% | -4.9% | +61.4% |
| All | +165.3% | +226.0% | -60.7% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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