+21.5%
HON vs COO
-23.3%
+44.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.1% |
| 7D | -0.8% | -2.3% | +1.5% | -0.3% |
| 30D | -15.2% | -8.8% | -6.4% | -13.5% |
| 3M | -6.0% | +1.3% | -7.3% | -6.4% |
| 6M | -14.9% | -11.6% | -3.3% | -12.8% |
| YTD | +3.2% | -17.4% | +20.6% | +7.3% |
| 1Y | 0.0% | -1.6% | +1.6% | 0.0% |
| 3Y | +21.5% | -22.6% | +44.1% | +25.5% |
| All | +21.5% | -23.3% | +44.8% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling