+161.3%
HON vs CB
+246.9%
-85.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.1% |
| 7D | +1.9% | +0.7% | +1.2% | +1.5% |
| 30D | +9.9% | +8.2% | +1.7% | +5.4% |
| 3M | -5.8% | +6.3% | -12.1% | -9.0% |
| 6M | +3.0% | +16.2% | -13.2% | -5.8% |
| YTD | +13.1% | +19.3% | -6.3% | +1.5% |
| 1Y | +13.2% | +29.2% | -16.1% | -2.8% |
| 3Y | +30.8% | +71.4% | -40.6% | -5.7% |
| 5Y | +13.0% | +104.2% | -91.2% | -27.6% |
| 10Y | +161.3% | +246.7% | -85.4% | +20.5% |
| All | +161.3% | +246.9% | -85.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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