+1,157.1%
CAT vs HON
+136.6%
+1,020.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | +0.3% |
| 7D | +2.9% | -0.6% | +3.5% | +3.4% |
| 30D | -2.6% | -15.4% | +12.8% | +9.8% |
| 3M | -10.7% | -9.1% | -1.5% | -5.3% |
| 6M | +16.1% | -17.1% | +33.2% | +31.2% |
| YTD | +43.2% | +1.5% | +41.7% | +38.6% |
| 1Y | +96.8% | -1.3% | +98.1% | +93.5% |
| 3Y | +201.4% | +19.5% | +181.8% | +147.2% |
| 5Y | +332.7% | +3.1% | +329.6% | +296.9% |
| 10Y | +1,157.1% | +138.4% | +1,018.7% | +505.5% |
| All | +1,157.1% | +136.6% | +1,020.5% | +505.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling