+4,766.3%
COP vs HON
+6,051.1%
-1,284.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +4.4% | +1.1% | +3.3% | +3.9% |
| 30D | 0.0% | +7.2% | -7.2% | -2.9% |
| 3M | +15.0% | -4.6% | +19.7% | +16.4% |
| 6M | +22.0% | -1.9% | +23.9% | +20.5% |
| YTD | +55.3% | +10.2% | +45.1% | +45.4% |
| 1Y | +64.1% | +8.2% | +55.9% | +54.6% |
| 3Y | +34.1% | +27.6% | +6.4% | +17.2% |
| 5Y | +133.4% | +11.7% | +121.7% | +113.8% |
| 10Y | +338.6% | +154.6% | +184.0% | +210.6% |
| All | +4,766.3% | +6,051.1% | -1,284.8% | +1,736.5% |
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 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