+4,492.0%
COP vs HON
+5,695.7%
-1,203.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.4% |
| 7D | +3.0% | -3.6% | +6.6% | +4.4% |
| 30D | +17.5% | -15.3% | +32.8% | +24.8% |
| 3M | +13.4% | -7.9% | +21.2% | +15.5% |
| 6M | +17.7% | -18.1% | +35.8% | +24.5% |
| YTD | +46.6% | +3.8% | +42.8% | +41.0% |
| 1Y | +44.6% | +0.5% | +44.1% | +40.6% |
| 3Y | +20.7% | +19.8% | +0.9% | +8.6% |
| 5Y | +185.0% | +2.9% | +182.1% | +170.6% |
| 10Y | +347.0% | +134.6% | +212.4% | +227.3% |
| All | +4,492.0% | +5,695.7% | -1,203.8% | +1,680.9% |
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 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