+2,751.0%
HON vs CB
+7,007.0%
-4,256.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.2% |
| 7D | +2.3% | -1.5% | +3.8% | +2.9% |
| 30D | +10.2% | +6.5% | +3.7% | +7.6% |
| 3M | -6.7% | +4.1% | -10.8% | -8.3% |
| 6M | +3.3% | +14.4% | -11.1% | -2.5% |
| YTD | +13.4% | +17.5% | -4.1% | +5.7% |
| 1Y | +14.7% | +27.5% | -12.8% | +3.6% |
| 3Y | +33.4% | +71.6% | -38.2% | +6.6% |
| 5Y | +12.7% | +100.6% | -87.9% | -15.8% |
| 10Y | +164.1% | +243.0% | -78.9% | +59.2% |
| All | +2,751.0% | +7,007.0% | -4,256.0% | +685.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling