+5,596.8%
HON vs CAH
+14,665.6%
-9,068.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | +0.1% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | -15.2% | +1.7% | -16.9% | -15.7% |
| 3M | -6.0% | +17.9% | -23.8% | -10.4% |
| 6M | -14.9% | +10.9% | -25.8% | -17.7% |
| YTD | +3.2% | +17.9% | -14.7% | -2.4% |
| 1Y | 0.0% | +61.7% | -61.7% | -14.1% |
| 3Y | +21.5% | +183.7% | -162.3% | -12.3% |
| 5Y | +4.0% | +401.3% | -397.3% | -36.8% |
| 10Y | +138.4% | +293.7% | -155.3% | +46.8% |
| All | +5,596.8% | +14,665.6% | -9,068.7% | +1,729.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling