+5,634.3%
HON vs COO
+5,988.7%
-354.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +1.1% |
| 7D | -3.6% | -2.2% | -1.4% | -3.4% |
| 30D | -15.3% | -7.0% | -8.3% | -14.8% |
| 3M | -7.9% | +12.2% | -20.1% | -8.8% |
| 6M | -18.1% | -15.1% | -2.9% | -17.1% |
| YTD | +3.8% | -15.1% | +18.9% | +5.1% |
| 1Y | +0.5% | +2.3% | -1.9% | +0.1% |
| 3Y | +19.8% | -23.7% | +43.4% | +21.5% |
| 5Y | +2.9% | -38.9% | +41.8% | +5.8% |
| 10Y | +134.6% | +49.9% | +84.7% | +127.3% |
| All | +5,634.3% | +5,988.7% | -354.4% | +4,588.7% |
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