+132.3%
HON vs CAPR
-78.4%
+210.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | +0.1% |
| 7D | -3.5% | -11.0% | +7.5% | -3.3% |
| 30D | -13.8% | +99.8% | -113.5% | -14.6% |
| 3M | -11.7% | -66.6% | +54.9% | -11.3% |
| 6M | -18.7% | -75.1% | +56.3% | -18.2% |
| YTD | +0.2% | -71.0% | +71.2% | +0.7% |
| 1Y | -3.1% | +30.0% | -33.0% | -6.6% |
| 3Y | +17.0% | +29.0% | -12.0% | +10.2% |
| 5Y | +2.0% | +70.8% | -68.8% | -5.2% |
| All | +132.3% | -78.4% | +210.7% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling