+30.8%
HON vs COO
-22.2%
+53.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | +1.9% | +4.5% | -2.6% | +0.9% |
| 30D | +9.9% | +16.9% | -7.1% | +6.3% |
| 3M | -5.8% | -16.7% | +10.9% | -2.5% |
| 6M | +3.0% | +5.9% | -3.0% | +0.9% |
| YTD | +13.1% | -22.4% | +35.5% | +18.5% |
| 1Y | +13.2% | -10.1% | +23.3% | +14.9% |
| 3Y | +30.8% | -22.8% | +53.6% | +30.6% |
| All | +30.8% | -22.2% | +53.0% | +30.6% |
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