-3.1%
HON vs CARR
-5.9%
+2.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.3% |
| 7D | -3.5% | -3.8% | +0.3% | -2.4% |
| 30D | -13.8% | -8.9% | -4.8% | -11.4% |
| 3M | -11.7% | -17.3% | +5.6% | -7.1% |
| 6M | -18.7% | -1.4% | -17.3% | -19.4% |
| YTD | +0.2% | +10.0% | -9.8% | -4.4% |
| 1Y | -3.1% | -6.4% | +3.3% | -3.1% |
| All | -3.1% | -5.9% | +2.8% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling