+96.8%
CAT vs HON
-1.7%
+98.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.1% |
| 7D | +2.9% | -0.6% | +3.5% | +3.2% |
| 30D | -2.6% | -15.4% | +12.8% | +4.8% |
| 3M | -10.7% | -9.1% | -1.5% | -7.7% |
| 6M | +16.1% | -17.1% | +33.2% | +24.9% |
| YTD | +43.2% | +1.5% | +41.7% | +42.5% |
| 1Y | +96.8% | -1.3% | +98.1% | +95.6% |
| All | +96.8% | -1.7% | +98.5% | +95.6% |
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