+1,014.5%
HON vs TTMI
+522.4%
+492.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -1.2% |
| 7D | -0.8% | +12.2% | -13.0% | -3.0% |
| 30D | -15.2% | -5.7% | -9.4% | -14.6% |
| 3M | -6.0% | -27.5% | +21.5% | -2.0% |
| 6M | -14.9% | +47.1% | -62.0% | -23.6% |
| YTD | +3.2% | +87.5% | -84.3% | -12.6% |
| 1Y | 0.0% | +175.2% | -175.2% | -22.5% |
| 3Y | +21.5% | +901.9% | -880.5% | -29.0% |
| 5Y | +4.0% | +843.5% | -839.4% | -40.0% |
| 10Y | +138.4% | +1,077.0% | -938.6% | +25.6% |
| All | +1,014.5% | +522.4% | +492.1% | +341.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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