+95.4%
CAT vs HON
+1.2%
+94.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.3% |
| 7D | +1.7% | -3.6% | +5.3% | +3.4% |
| 30D | -6.6% | -15.3% | +8.7% | +0.5% |
| 3M | -13.3% | -7.9% | -5.4% | -10.9% |
| 6M | +11.6% | -18.1% | +29.7% | +21.1% |
| YTD | +42.9% | +3.8% | +39.1% | +40.8% |
| 1Y | +95.4% | +0.5% | +94.9% | +92.7% |
| All | +95.4% | +1.2% | +94.3% | +92.7% |
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