+12.7%
HON vs CAPR
+160.6%
-147.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.4% | -5.4% | +4.0% |
| 7D | +2.3% | +36.0% | -33.7% | +2.1% |
| 30D | +10.2% | +25.8% | -15.6% | +10.0% |
| 3M | -6.7% | +140.8% | -147.5% | -7.4% |
| 6M | +3.3% | -67.6% | +70.9% | +3.6% |
| YTD | +13.4% | -65.9% | +79.3% | +13.6% |
| 1Y | +14.7% | +66.1% | -51.4% | +12.1% |
| 3Y | +33.4% | +256.9% | -223.5% | +21.9% |
| 5Y | +12.7% | +172.1% | -159.4% | +2.2% |
| All | +12.7% | +160.6% | -147.8% | +2.2% |
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