+8.9%
CAT vs HON
+12.4%
-3.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.0% | -7.2% | -6.1% |
| 7D | -17.1% | +4.2% | -21.3% | -18.7% |
| 30D | -30.1% | +6.7% | -36.8% | -32.2% |
| 3M | -32.4% | -7.9% | -24.5% | -29.7% |
| 6M | -32.1% | +4.8% | -36.9% | -36.0% |
| YTD | +4.1% | +13.2% | -9.1% | -4.5% |
| 1Y | +8.9% | +13.1% | -4.2% | -0.5% |
| All | +8.9% | +12.4% | -3.5% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling