+132.1%
HON vs COO
+17.5%
+114.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.7% | +13.3% | +3.8% |
| 7D | -2.6% | -23.3% | +20.7% | +6.4% |
| 30D | -11.9% | -29.5% | +17.6% | -0.9% |
| 3M | -6.1% | -20.0% | +13.9% | +0.7% |
| 6M | -19.2% | -27.2% | +8.0% | -10.6% |
| YTD | +0.2% | -33.9% | +34.1% | +14.7% |
| 1Y | -1.5% | -19.9% | +18.4% | +4.6% |
| 3Y | +17.9% | -38.1% | +56.0% | +32.9% |
| 5Y | +1.9% | -52.0% | +53.9% | +25.7% |
| All | +132.1% | +17.5% | +114.6% | +111.8% |
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