+674.0%
CAT vs HON
+161.5%
+512.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.1% |
| 7D | -6.3% | +1.9% | -8.2% | -7.5% |
| 30D | -26.8% | +9.9% | -36.7% | -31.9% |
| 3M | -30.0% | -5.8% | -24.3% | -27.3% |
| 6M | -34.6% | +3.0% | -37.6% | -37.3% |
| YTD | +2.9% | +13.1% | -10.1% | -8.3% |
| 1Y | +3.3% | +13.2% | -9.9% | -8.2% |
| 3Y | +153.7% | +30.8% | +122.9% | +94.3% |
| 5Y | +207.3% | +13.0% | +194.3% | +162.7% |
| 10Y | +674.0% | +161.3% | +512.7% | +217.2% |
| All | +674.0% | +161.5% | +512.5% | +217.2% |
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