-34.4%
TLT vs HON
+12.7%
-47.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.0% | -0.4% | -0.7% | -1.0% |
| 30D | +4.1% | +8.6% | -4.5% | +3.6% |
| 3M | -0.4% | -0.8% | +0.4% | -0.4% |
| 6M | -3.2% | -0.1% | -3.1% | -3.3% |
| YTD | -3.5% | +12.8% | -16.3% | -4.3% |
| 1Y | -5.8% | +10.4% | -16.2% | -6.5% |
| 3Y | +4.6% | +30.5% | -25.9% | +2.7% |
| 5Y | -34.4% | +15.0% | -49.4% | -37.1% |
| All | -34.4% | +12.7% | -47.1% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 5y: compounded portfolio wealth divided by compounded HON 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…
5y analysis · Full analysis span regression · 6 months rolling