+5.4%
HON vs CB
+99.7%
-94.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.7% |
| 7D | -3.6% | +0.5% | -4.1% | -3.8% |
| 30D | -15.3% | -3.1% | -12.2% | -14.3% |
| 3M | -7.9% | +9.0% | -16.8% | -11.7% |
| 6M | -18.1% | +2.9% | -20.9% | -19.5% |
| YTD | +3.8% | +10.1% | -6.3% | -1.3% |
| 1Y | +0.5% | +22.8% | -22.3% | -9.2% |
| 3Y | +19.8% | +73.8% | -54.0% | -9.4% |
| All | +5.4% | +99.7% | -94.3% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling