+8,096.9%
TMO vs HON
+5,490.3%
+2,606.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | -2.5% | -2.6% | +0.2% | -1.5% |
| 30D | -0.3% | -11.9% | +11.6% | +4.2% |
| 3M | +25.3% | -6.1% | +31.3% | +27.5% |
| 6M | +20.9% | -19.2% | +40.1% | +29.8% |
| YTD | +4.3% | +0.2% | +4.2% | +3.4% |
| 1Y | +27.0% | -1.5% | +28.5% | +26.4% |
| 3Y | +17.5% | +17.9% | -0.4% | +9.1% |
| 5Y | +6.9% | +1.9% | +5.0% | +4.0% |
| 10Y | +332.0% | +135.2% | +196.8% | +205.5% |
| All | +8,096.9% | +5,490.3% | +2,606.6% | +2,189.3% |
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