+129.5%
TLT vs HON
+1,173.5%
-1,044.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.0% | -0.4% | -0.7% | -1.0% |
| 30D | +4.1% | +8.6% | -4.5% | +5.3% |
| 3M | -0.4% | -0.8% | +0.4% | -0.4% |
| 6M | -3.2% | -0.1% | -3.1% | -3.0% |
| YTD | -3.5% | +12.8% | -16.3% | -1.5% |
| 1Y | -5.8% | +10.4% | -16.2% | -4.1% |
| 3Y | +4.6% | +30.5% | -25.9% | +9.8% |
| 5Y | -34.4% | +15.0% | -49.4% | -32.2% |
| 10Y | -11.4% | +160.5% | -171.9% | +8.7% |
| All | +129.5% | +1,173.5% | -1,044.0% | +281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling