+160.5%
HON vs COO
+40.2%
+120.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.1% |
| 7D | -0.4% | -2.3% | +1.9% | +0.5% |
| 30D | +8.6% | +13.3% | -4.7% | +3.8% |
| 3M | -0.8% | -18.1% | +17.3% | +5.8% |
| 6M | -0.1% | +6.7% | -6.8% | -3.8% |
| YTD | +12.8% | -23.2% | +36.0% | +22.4% |
| 1Y | +10.4% | -12.3% | +22.7% | +13.8% |
| 3Y | +30.5% | -23.6% | +54.0% | +35.9% |
| 5Y | +15.0% | -38.7% | +53.7% | +28.9% |
| 10Y | +160.5% | +42.2% | +118.3% | +124.8% |
| All | +160.5% | +40.2% | +120.3% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling