+131.2%
TLT vs HON
+1,072.6%
-941.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.3% |
| 7D | -0.4% | -3.6% | +3.2% | -0.9% |
| 30D | -0.6% | -15.3% | +14.7% | -2.8% |
| 3M | -2.7% | -7.9% | +5.2% | -3.7% |
| 6M | -5.6% | -18.1% | +12.4% | -8.0% |
| YTD | -2.8% | +3.8% | -6.6% | -1.9% |
| 1Y | -1.4% | +0.5% | -1.9% | -0.9% |
| 3Y | -1.6% | +19.8% | -21.4% | +2.1% |
| 5Y | -33.8% | +2.9% | -36.7% | -32.7% |
| 10Y | -21.1% | +134.6% | -155.8% | -4.6% |
| All | +131.2% | +1,072.6% | -941.4% | +279.9% |
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 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