+6,005.0%
HON vs CAG
+578.5%
+5,426.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.5% |
| 7D | +1.4% | -3.3% | +4.8% | +2.4% |
| 30D | +7.5% | +7.7% | -0.2% | +5.0% |
| 3M | -4.3% | -3.2% | -1.2% | -4.0% |
| 6M | -1.5% | +7.0% | -8.5% | -4.5% |
| YTD | +10.5% | -9.0% | +19.5% | +11.7% |
| 1Y | +8.5% | -9.6% | +18.2% | +9.9% |
| 3Y | +28.0% | -36.0% | +64.0% | +41.3% |
| 5Y | +12.0% | -40.9% | +52.9% | +25.3% |
| 10Y | +155.4% | -37.3% | +192.7% | +166.4% |
| All | +6,005.0% | +578.5% | +5,426.5% | +2,972.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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