+138.4%
HON vs CB
+219.8%
-81.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -0.6% | -0.5% | 0.0% | -0.3% |
| 30D | -15.4% | -3.1% | -12.3% | -14.1% |
| 3M | -9.1% | +4.2% | -13.3% | -11.7% |
| 6M | -17.1% | +4.7% | -21.8% | -19.8% |
| YTD | +1.5% | +8.8% | -7.3% | -4.1% |
| 1Y | -1.3% | +22.6% | -23.9% | -12.8% |
| 3Y | +19.5% | +70.6% | -51.1% | -13.7% |
| 5Y | +3.1% | +99.4% | -96.4% | -33.2% |
| 10Y | +138.4% | +223.5% | -85.1% | +20.8% |
| All | +138.4% | +219.8% | -81.4% | +20.8% |
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