+19,008.0%
CAT vs HON
+6,231.9%
+12,776.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.1% | +3.1% | +5.0% |
| 7D | -2.4% | +2.3% | -4.7% | -3.5% |
| 30D | -25.0% | +10.2% | -35.2% | -28.9% |
| 3M | -28.7% | -6.7% | -22.0% | -26.3% |
| 6M | -33.0% | +3.3% | -36.3% | -34.9% |
| YTD | +5.4% | +13.4% | -8.0% | -2.5% |
| 1Y | +7.3% | +14.7% | -7.5% | -1.5% |
| 3Y | +166.0% | +33.4% | +132.6% | +122.7% |
| 5Y | +210.1% | +12.7% | +197.4% | +184.0% |
| 10Y | +712.5% | +164.1% | +548.4% | +389.3% |
| All | +19,008.0% | +6,231.9% | +12,776.1% | +3,304.3% |
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