+132.3%
HON vs TRV
+306.9%
-174.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.9% |
| 7D | -3.5% | +1.9% | -5.4% | -4.4% |
| 30D | -13.8% | +1.7% | -15.5% | -14.5% |
| 3M | -11.7% | +23.9% | -35.6% | -21.0% |
| 6M | -18.7% | +26.3% | -45.0% | -28.2% |
| YTD | +0.2% | +30.8% | -30.6% | -13.0% |
| 1Y | -3.1% | +36.3% | -39.4% | -17.8% |
| 3Y | +17.0% | +145.0% | -128.0% | -28.7% |
| 5Y | +2.0% | +163.9% | -161.8% | -41.4% |
| All | +132.3% | +306.9% | -174.6% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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