+25,808.1%
CAT vs HON
+5,695.7%
+20,112.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.2% |
| 7D | +1.7% | -3.6% | +5.3% | +3.7% |
| 30D | -6.6% | -15.3% | +8.7% | +1.8% |
| 3M | -13.3% | -7.9% | -5.4% | -10.0% |
| 6M | +11.6% | -18.1% | +29.7% | +23.0% |
| YTD | +42.9% | +3.8% | +39.1% | +38.9% |
| 1Y | +95.4% | +0.5% | +94.9% | +92.5% |
| 3Y | +196.6% | +19.8% | +176.8% | +163.3% |
| 5Y | +321.7% | +2.9% | +318.7% | +306.2% |
| 10Y | +1,140.8% | +134.6% | +1,006.2% | +695.2% |
| All | +25,808.1% | +5,695.7% | +20,112.3% | +4,747.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling