-46.7%
CMCSA vs HON
+1.7%
-48.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.9% |
| 7D | -5.6% | -2.6% | -2.9% | -4.6% |
| 30D | -1.9% | -11.9% | +10.0% | +2.9% |
| 3M | +6.4% | -6.1% | +12.5% | +7.0% |
| 6M | -16.9% | -19.2% | +2.3% | -10.7% |
| YTD | -6.8% | +0.2% | -6.9% | -10.1% |
| 1Y | -15.9% | -1.5% | -14.4% | -18.4% |
| 3Y | -33.4% | +17.9% | -51.4% | -42.7% |
| 5Y | -46.7% | +1.9% | -48.6% | -51.3% |
| All | -46.7% | +1.7% | -48.4% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling