+19.6%
TMO vs HON
+17.2%
+2.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -3.5% | +2.8% | +0.8% |
| 30D | +1.1% | -13.8% | +14.9% | +7.5% |
| 3M | +28.3% | -11.7% | +40.0% | +34.5% |
| 6M | +23.3% | -18.7% | +42.0% | +33.7% |
| YTD | +5.5% | +0.2% | +5.2% | +3.2% |
| 1Y | +24.5% | -3.1% | +27.6% | +23.6% |
| 3Y | +19.6% | +17.0% | +2.6% | +4.5% |
| All | +19.6% | +17.2% | +2.4% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling