+118.1%
COF vs HON
+17.2%
+101.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -5.1% | -3.5% | -1.7% | -3.3% |
| 30D | -6.0% | -13.8% | +7.7% | +2.0% |
| 3M | +14.8% | -11.7% | +26.5% | +22.1% |
| 6M | +15.3% | -18.7% | +34.1% | +28.6% |
| YTD | -13.0% | +0.2% | -13.3% | -15.5% |
| 1Y | -5.7% | -3.1% | -2.7% | -6.7% |
| 3Y | +118.1% | +17.0% | +101.2% | +83.9% |
| All | +118.1% | +17.2% | +101.0% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling