+132.3%
HON vs CAH
+294.8%
-162.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -3.5% | -5.1% | +1.6% | -1.9% |
| 30D | -13.8% | +0.2% | -13.9% | -13.9% |
| 3M | -11.7% | +6.3% | -18.0% | -13.5% |
| 6M | -18.7% | +9.4% | -28.1% | -21.3% |
| YTD | +0.2% | +15.0% | -14.7% | -4.8% |
| 1Y | -3.1% | +55.4% | -58.5% | -17.0% |
| 3Y | +17.0% | +173.8% | -156.8% | -18.3% |
| 5Y | +2.0% | +395.2% | -393.2% | -42.6% |
| All | +132.3% | +294.8% | -162.5% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling