+132.3%
HON vs TSEM
+1,313.0%
-1,180.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -3.5% | -4.9% | +1.4% | -2.7% |
| 30D | -13.8% | -18.7% | +5.0% | -11.0% |
| 3M | -11.7% | -18.1% | +6.4% | -10.4% |
| 6M | -18.7% | +77.1% | -95.8% | -29.5% |
| YTD | +0.2% | +80.1% | -79.9% | -14.2% |
| 1Y | -3.1% | +220.4% | -223.4% | -26.5% |
| 3Y | +17.0% | +650.1% | -633.1% | -28.4% |
| 5Y | +2.0% | +628.9% | -626.8% | -39.2% |
| All | +132.3% | +1,313.0% | -1,180.6% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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