+48.2%
HON vs TW
+206.7%
-158.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -3.5% | -4.5% | +1.0% | -2.4% |
| 30D | -13.8% | -2.3% | -11.5% | -13.3% |
| 3M | -11.7% | +2.6% | -14.3% | -12.7% |
| 6M | -18.7% | -17.5% | -1.2% | -15.4% |
| YTD | +0.2% | -5.3% | +5.6% | +0.3% |
| 1Y | -3.1% | -14.8% | +11.7% | -0.4% |
| 3Y | +17.0% | +18.8% | -1.9% | +7.7% |
| 5Y | +2.0% | +20.7% | -18.7% | -8.3% |
| All | +48.2% | +206.7% | -158.6% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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