+5,596.8%
HON vs CAG
+594.9%
+5,002.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.2% |
| 7D | -0.8% | -5.3% | +4.4% | +0.7% |
| 30D | -15.2% | +1.0% | -16.2% | -15.6% |
| 3M | -6.0% | +17.4% | -23.3% | -10.8% |
| 6M | -14.9% | -16.8% | +1.9% | -11.1% |
| YTD | +3.2% | -6.8% | +9.9% | +4.0% |
| 1Y | 0.0% | -15.4% | +15.4% | +3.4% |
| 3Y | +21.5% | -37.1% | +58.6% | +35.2% |
| 5Y | +4.0% | -41.3% | +45.3% | +17.1% |
| 10Y | +138.4% | -35.5% | +173.8% | +146.6% |
| All | +5,596.8% | +594.9% | +5,002.0% | +2,758.8% |
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