+9.3%
HON vs COMP
-47.7%
+57.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | -3.6% | +1.4% | -5.0% | -3.7% |
| 30D | -15.3% | -13.3% | -1.9% | -14.4% |
| 3M | -7.9% | +41.1% | -49.0% | -10.4% |
| 6M | -18.1% | +17.2% | -35.2% | -19.7% |
| YTD | +3.8% | +5.2% | -1.4% | +2.2% |
| 1Y | +0.5% | +18.9% | -18.4% | -2.2% |
| 3Y | +19.8% | +215.9% | -196.1% | +6.5% |
| 5Y | +2.9% | -31.2% | +34.1% | -3.6% |
| All | +9.3% | -47.7% | +57.0% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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