+155.8%
HON vs CAPR
-65.7%
+221.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | -0.1% |
| 7D | +1.4% | +5.9% | -4.5% | +1.3% |
| 30D | +7.5% | +44.6% | -37.1% | +7.0% |
| 3M | -4.3% | +126.4% | -130.7% | -5.5% |
| 6M | -1.5% | -68.6% | +67.0% | -1.2% |
| YTD | +10.5% | -67.0% | +77.5% | +10.8% |
| 1Y | +8.5% | +65.2% | -56.6% | +4.3% |
| 3Y | +28.0% | +235.6% | -207.5% | +18.9% |
| 5Y | +12.0% | +175.4% | -163.4% | +3.3% |
| All | +155.8% | -65.7% | +221.6% | +125.7% |
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