+161.2%
HON vs CFG
+221.6%
-60.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.9% | +0.7% | +1.2% | +1.7% |
| 30D | +9.9% | +2.8% | +7.1% | +8.9% |
| 3M | -5.8% | -10.1% | +4.3% | -2.2% |
| 6M | +3.0% | +3.2% | -0.2% | +1.4% |
| YTD | +13.1% | +14.2% | -1.1% | +7.0% |
| 1Y | +13.2% | +27.4% | -14.3% | +2.8% |
| 3Y | +30.8% | +187.6% | -156.8% | -15.0% |
| 5Y | +13.0% | +65.7% | -52.7% | -12.5% |
| All | +161.2% | +221.6% | -60.5% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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