+8.2%
CMG vs HONA
-25.2%
+33.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HONA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.4% |
| 7D | +13.2% | -6.5% | +19.7% | +13.0% |
| 30D | +14.6% | -5.0% | +19.5% | +14.1% |
| 3M | +2.6% | -26.5% | +29.2% | +2.3% |
| All | +8.2% | -25.2% | +33.4% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HONA.
Daily Out/Under-Performance
Portfolio return minus HONA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HONA 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 1y: compounded portfolio wealth divided by compounded HONA 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…
1y analysis · Full analysis span regression · Available span rolling