+5,506.3%
HON vs TRV
+6,571.7%
-1,065.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -0.6% | +0.2% | -0.7% | -0.7% |
| 30D | -15.4% | -2.3% | -13.1% | -14.5% |
| 3M | -9.1% | +22.7% | -31.8% | -17.6% |
| 6M | -17.1% | +21.9% | -39.0% | -24.8% |
| YTD | +1.5% | +27.5% | -26.0% | -9.8% |
| 1Y | -1.3% | +36.2% | -37.6% | -15.0% |
| 3Y | +19.5% | +140.6% | -121.1% | -22.0% |
| 5Y | +3.1% | +154.5% | -151.5% | -35.2% |
| 10Y | +138.4% | +295.4% | -157.1% | +19.6% |
| All | +5,506.3% | +6,571.7% | -1,065.4% | +868.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling