+615.4%
HON vs CBOE
+1,020.3%
-404.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -0.6% | -0.8% | +0.2% | -0.4% |
| 30D | -15.4% | +2.7% | -18.1% | -16.0% |
| 3M | -9.1% | +0.7% | -9.9% | -10.0% |
| 6M | -17.1% | -2.0% | -15.1% | -18.1% |
| YTD | +1.5% | +17.1% | -15.6% | -5.0% |
| 1Y | -1.3% | +26.5% | -27.8% | -10.0% |
| 3Y | +19.5% | +96.1% | -76.6% | -7.0% |
| 5Y | +3.1% | +149.3% | -146.2% | -26.7% |
| 10Y | +138.4% | +386.5% | -248.1% | +31.4% |
| All | +615.4% | +1,020.3% | -404.9% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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