+43.1%
COF vs HON
+1.1%
+42.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -5.1% | -3.5% | -1.7% | -2.8% |
| 30D | -6.0% | -13.8% | +7.7% | +4.0% |
| 3M | +14.8% | -11.7% | +26.5% | +23.9% |
| 6M | +15.3% | -18.7% | +34.1% | +31.6% |
| YTD | -13.0% | +0.2% | -13.3% | -16.0% |
| 1Y | -5.7% | -3.1% | -2.7% | -7.1% |
| 3Y | +118.1% | +17.0% | +101.2% | +78.3% |
| All | +43.1% | +1.1% | +42.0% | +28.2% |
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