+22.5%
HON vs CB
+74.3%
-51.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.5% |
| 7D | -3.6% | +0.5% | -4.1% | -3.8% |
| 30D | -15.3% | -3.1% | -12.2% | -14.5% |
| 3M | -7.9% | +9.0% | -16.8% | -10.9% |
| 6M | -18.1% | +2.9% | -20.9% | -19.1% |
| YTD | +3.8% | +10.1% | -6.3% | -0.2% |
| 1Y | +0.5% | +22.8% | -22.3% | -7.5% |
| All | +22.5% | +74.3% | -51.8% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling