-34.5%
TLT vs HON
+4.3%
-38.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | +0.4% | -0.8% | +1.2% | +0.4% |
| 30D | -0.3% | -15.2% | +14.9% | +0.6% |
| 3M | -1.7% | -6.0% | +4.2% | -1.5% |
| 6M | -4.9% | -14.9% | +10.0% | -4.2% |
| YTD | -2.8% | +3.2% | -5.9% | -3.0% |
| 1Y | -4.2% | 0.0% | -4.2% | -4.3% |
| 3Y | -1.1% | +21.5% | -22.6% | -2.2% |
| All | -34.5% | +4.3% | -38.8% | -35.9% |
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