-34.8%
CAT vs HON
+1.7%
-36.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +1.7% | -0.4% | +2.1% | +1.7% |
| 30D | -24.6% | +8.6% | -33.1% | -26.3% |
| 3M | -28.5% | -0.8% | -27.7% | -28.4% |
| 6M | -34.8% | -0.1% | -34.7% | -36.2% |
| All | -34.8% | +1.7% | -36.5% | -36.2% |
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 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