+164.1%
HON vs CF
+546.3%
-382.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | +2.3% | -0.9% | +3.2% | +2.4% |
| 30D | +10.2% | +6.9% | +3.3% | +8.4% |
| 3M | -6.7% | +4.8% | -11.6% | -8.3% |
| 6M | +3.3% | +4.7% | -1.3% | +1.0% |
| YTD | +13.4% | +56.5% | -43.0% | -1.8% |
| 1Y | +14.7% | +48.4% | -33.7% | +0.5% |
| 3Y | +33.4% | +59.1% | -25.7% | +12.1% |
| 5Y | +12.7% | +109.5% | -96.8% | -18.6% |
| 10Y | +164.1% | +487.0% | -322.8% | +40.1% |
| All | +164.1% | +546.3% | -382.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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