+34.4%
TSLA vs HON
+18.6%
+15.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | +3.0% | -0.6% | +3.6% | +3.3% |
| 30D | +11.2% | -15.4% | +26.6% | +20.2% |
| 3M | -7.3% | -9.1% | +1.9% | -5.2% |
| 6M | -7.7% | -17.1% | +9.3% | -0.2% |
| YTD | -18.2% | +1.5% | -19.7% | -23.7% |
| 1Y | +6.0% | -1.3% | +7.3% | +0.6% |
| All | +34.4% | +18.6% | +15.8% | +7.9% |
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 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