+643.8%
HON vs CAPR
-99.1%
+742.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | -3.6% | -2.0% | -1.6% | -3.6% |
| 30D | -15.3% | +139.2% | -154.5% | -16.1% |
| 3M | -7.9% | -66.4% | +58.5% | -7.6% |
| 6M | -18.1% | -63.1% | +45.1% | -17.9% |
| YTD | +3.8% | -67.4% | +71.3% | +4.1% |
| 1Y | +0.5% | +58.2% | -57.8% | -2.8% |
| 3Y | +19.8% | +42.2% | -22.4% | +14.4% |
| 5Y | +2.9% | +87.3% | -84.3% | -2.6% |
| 10Y | +134.6% | -75.3% | +209.9% | +115.6% |
| All | +643.8% | -99.1% | +742.9% | +552.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling