+132.2%
COP vs HON
+11.6%
+120.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +4.4% | +1.1% | +3.3% | +4.0% |
| 30D | 0.0% | +7.2% | -7.2% | -2.3% |
| 3M | +15.0% | -4.6% | +19.7% | +16.4% |
| 6M | +22.0% | -1.9% | +23.9% | +20.4% |
| YTD | +55.3% | +10.2% | +45.1% | +43.1% |
| 1Y | +64.1% | +8.2% | +55.9% | +52.4% |
| 3Y | +34.1% | +27.6% | +6.4% | +11.6% |
| All | +132.2% | +11.6% | +120.7% | +111.5% |
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