+17.0%
HON vs COPX
+149.4%
-132.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.5% | -2.3% | -1.1% | -3.1% |
| 30D | -13.8% | +0.3% | -14.0% | -14.0% |
| 3M | -11.7% | +6.8% | -18.5% | -13.2% |
| 6M | -18.7% | +7.9% | -26.7% | -20.7% |
| YTD | +0.2% | +23.7% | -23.5% | -5.1% |
| 1Y | -3.1% | +71.5% | -74.6% | -14.0% |
| 3Y | +17.0% | +149.1% | -132.1% | -7.9% |
| All | +17.0% | +149.4% | -132.4% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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