+132.3%
HON vs TSN
-4.9%
+137.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -3.5% | +3.0% | -6.5% | -4.3% |
| 30D | -13.8% | -4.2% | -9.6% | -12.9% |
| 3M | -11.7% | -3.9% | -7.8% | -11.1% |
| 6M | -18.7% | -9.8% | -8.9% | -17.1% |
| YTD | +0.2% | -7.3% | +7.5% | +1.3% |
| 1Y | -3.1% | -2.2% | -0.8% | -3.8% |
| 3Y | +17.0% | +11.9% | +5.1% | +10.1% |
| 5Y | +2.0% | -16.9% | +19.0% | +3.6% |
| All | +132.3% | -4.9% | +137.2% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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