+6,143.4%
HON vs COO
+5,462.0%
+681.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.3% |
| 7D | +1.9% | +4.5% | -2.6% | +1.5% |
| 30D | +9.9% | +16.9% | -7.1% | +8.5% |
| 3M | -5.8% | -16.7% | +10.9% | -4.5% |
| 6M | +3.0% | +5.9% | -3.0% | +2.3% |
| YTD | +13.1% | -22.4% | +35.5% | +15.1% |
| 1Y | +13.2% | -10.1% | +23.3% | +13.8% |
| 3Y | +30.8% | -22.8% | +53.6% | +32.5% |
| 5Y | +13.0% | -41.4% | +54.4% | +16.5% |
| 10Y | +161.3% | +41.3% | +120.0% | +154.3% |
| All | +6,143.4% | +5,462.0% | +681.4% | +5,036.3% |
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