+6,012.9%
HON vs COO
+5,341.2%
+671.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.7% |
| 7D | +3.6% | -2.1% | +5.6% | +3.7% |
| 30D | +7.8% | +13.9% | -6.1% | +6.7% |
| 3M | -4.8% | -18.9% | +14.2% | -3.3% |
| 6M | -1.7% | +3.7% | -5.4% | -2.2% |
| YTD | +10.7% | -24.1% | +34.8% | +12.9% |
| 1Y | +7.8% | -14.2% | +22.0% | +8.8% |
| 3Y | +28.1% | -24.5% | +52.5% | +30.0% |
| 5Y | +12.2% | -40.4% | +52.6% | +15.5% |
| 10Y | +155.7% | +40.5% | +115.2% | +149.0% |
| All | +6,012.9% | +5,341.2% | +671.7% | +4,938.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling