-35.1%
CAT vs HON
+2.3%
-37.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.1% | +3.1% | +5.9% |
| 7D | -2.4% | +2.3% | -4.7% | -3.1% |
| 30D | -25.0% | +10.2% | -35.2% | -27.0% |
| 3M | -28.7% | -6.7% | -22.0% | -27.6% |
| All | -35.1% | +2.3% | -37.4% | -36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling