+866.4%
HON vs CF
+5,315.1%
-4,448.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +0.8% | -3.2% | +4.0% | +1.3% |
| 30D | +5.7% | +4.3% | +1.4% | +4.4% |
| 3M | -8.3% | +2.8% | -11.1% | -9.6% |
| 6M | -2.4% | +0.6% | -3.0% | -3.9% |
| YTD | +9.0% | +56.6% | -47.6% | -5.3% |
| 1Y | +9.2% | +49.6% | -40.4% | -4.1% |
| 3Y | +26.3% | +61.5% | -35.2% | +6.6% |
| 5Y | +9.1% | +124.0% | -114.8% | -19.3% |
| 10Y | +163.4% | +573.2% | -409.7% | +39.0% |
| All | +866.4% | +5,315.1% | -4,448.7% | +168.6% |
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