+2,222.8%
CMCSA vs HON
+5,657.9%
-3,435.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.3% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | +3.8% | -15.2% | +19.0% | +10.8% |
| 3M | +12.3% | -6.0% | +18.3% | +13.7% |
| 6M | -15.4% | -14.9% | -0.5% | -11.0% |
| YTD | -2.5% | +3.2% | -5.6% | -5.6% |
| 1Y | -13.4% | 0.0% | -13.4% | -15.1% |
| 3Y | -30.4% | +21.5% | -51.8% | -37.7% |
| 5Y | -45.0% | +4.0% | -49.1% | -47.9% |
| 10Y | +10.2% | +138.4% | -128.2% | -26.9% |
| All | +2,222.8% | +5,657.9% | -3,435.1% | +296.4% |
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