+820.6%
HON vs CF
+5,948.3%
-5,127.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.7% |
| 7D | -3.6% | +6.0% | -9.6% | -5.0% |
| 30D | -15.3% | +14.8% | -30.1% | -18.1% |
| 3M | -7.9% | +14.1% | -21.9% | -11.2% |
| 6M | -18.1% | +28.5% | -46.6% | -24.7% |
| YTD | +3.8% | +74.9% | -71.1% | -11.6% |
| 1Y | +0.5% | +61.7% | -61.2% | -13.1% |
| 3Y | +19.8% | +80.3% | -60.6% | -1.3% |
| 5Y | +2.9% | +226.0% | -223.1% | -30.7% |
| 10Y | +134.6% | +569.9% | -435.2% | +24.3% |
| All | +820.6% | +5,948.3% | -5,127.8% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling