+359.9%
CSCO vs HON
+136.7%
+223.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.1% |
| 7D | -1.1% | -2.6% | +1.5% | +0.3% |
| 30D | -10.8% | -11.9% | +1.1% | -4.7% |
| 3M | -9.2% | -6.1% | -3.1% | -7.3% |
| 6M | +39.5% | -19.2% | +58.7% | +53.9% |
| YTD | +41.5% | +0.2% | +41.4% | +37.7% |
| 1Y | +61.0% | -1.5% | +62.5% | +57.3% |
| 3Y | +105.2% | +17.9% | +87.3% | +75.9% |
| 5Y | +113.4% | +1.9% | +111.5% | +97.6% |
| All | +359.9% | +136.7% | +223.1% | +172.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling