+4.0%
HON vs CAPR
+87.6%
-83.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +3.0% | -0.6% |
| 7D | -0.8% | -9.5% | +8.7% | -0.8% |
| 30D | -15.2% | +121.5% | -136.7% | -15.7% |
| 3M | -6.0% | -65.4% | +59.4% | -5.7% |
| 6M | -14.9% | -67.5% | +52.6% | -14.7% |
| YTD | +3.2% | -68.6% | +71.8% | +3.4% |
| 1Y | 0.0% | +42.7% | -42.7% | -2.2% |
| 3Y | +21.5% | +43.4% | -21.9% | +13.9% |
| 5Y | +4.0% | +86.0% | -82.0% | -4.0% |
| All | +4.0% | +87.6% | -83.5% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling