+132.3%
HON vs TSCO
+185.7%
-53.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -3.5% | -5.7% | +2.2% | -1.9% |
| 30D | -13.8% | -8.8% | -5.0% | -11.6% |
| 3M | -11.7% | +6.3% | -18.0% | -13.5% |
| 6M | -18.7% | -32.3% | +13.5% | -10.1% |
| YTD | +0.2% | -32.7% | +32.9% | +10.6% |
| 1Y | -3.1% | -43.7% | +40.6% | +12.4% |
| 3Y | +17.0% | -19.7% | +36.6% | +21.0% |
| 5Y | +2.0% | -11.6% | +13.6% | +1.0% |
| All | +132.3% | +185.7% | -53.4% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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