+3.3%
CAT vs HON
+13.8%
-10.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.2% |
| 7D | -6.3% | +1.9% | -8.2% | -7.1% |
| 30D | -26.8% | +9.9% | -36.7% | -30.0% |
| 3M | -30.0% | -5.8% | -24.3% | -28.1% |
| 6M | -34.6% | +3.0% | -37.6% | -37.5% |
| YTD | +2.9% | +13.1% | -10.1% | -5.1% |
| 1Y | +3.3% | +13.2% | -9.9% | -5.5% |
| All | +3.3% | +13.8% | -10.5% | -5.5% |
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