+13.0%
HON vs COO
-41.3%
+54.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | +1.9% | +4.5% | -2.6% | +0.7% |
| 30D | +9.9% | +16.9% | -7.1% | +5.4% |
| 3M | -5.8% | -16.7% | +10.9% | -1.6% |
| 6M | +3.0% | +5.9% | -3.0% | +0.3% |
| YTD | +13.1% | -22.4% | +35.5% | +20.0% |
| 1Y | +13.2% | -10.1% | +23.3% | +15.1% |
| 3Y | +30.8% | -22.8% | +53.6% | +34.2% |
| 5Y | +13.0% | -41.4% | +54.4% | +24.9% |
| All | +13.0% | -41.3% | +54.3% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling