+26.3%
HON vs CART
+112.9%
-86.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +0.8% | +3.0% | -2.2% | +0.7% |
| 30D | +5.7% | +28.6% | -22.8% | +4.4% |
| 3M | -8.3% | +29.1% | -37.4% | -9.6% |
| 6M | -2.4% | +44.7% | -47.1% | -4.5% |
| YTD | +9.0% | +29.2% | -20.2% | +7.3% |
| 1Y | +9.2% | +66.2% | -57.0% | +5.2% |
| 3Y | +26.3% | +112.8% | -86.5% | +20.8% |
| All | +26.3% | +112.9% | -86.6% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 3y: compounded portfolio wealth divided by compounded CART 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…
3y analysis · Full analysis span regression · 6 months rolling