+688.6%
CAT vs HON
+154.5%
+534.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +7.4% | +1.4% | +6.0% | +6.4% |
| 30D | -19.7% | +7.5% | -27.2% | -24.1% |
| 3M | -29.6% | -4.3% | -25.3% | -27.5% |
| 6M | -33.2% | -1.5% | -31.7% | -33.8% |
| YTD | +5.7% | +10.5% | -4.9% | -4.3% |
| 1Y | +9.3% | +8.5% | +0.8% | +0.3% |
| 3Y | +158.3% | +28.0% | +130.3% | +100.9% |
| 5Y | +211.6% | +12.0% | +199.6% | +167.7% |
| All | +688.6% | +154.5% | +534.1% | +227.4% |
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