+155.0%
HON vs CFG
+216.2%
-61.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.7% |
| 7D | +1.1% | +3.2% | -2.1% | 0.0% |
| 30D | +7.2% | +5.1% | +2.0% | +5.3% |
| 3M | -4.6% | -11.2% | +6.6% | -0.6% |
| 6M | -1.9% | +9.6% | -11.4% | -5.4% |
| YTD | +10.2% | +15.0% | -4.8% | +4.0% |
| 1Y | +8.2% | +29.9% | -21.7% | -2.4% |
| 3Y | +27.6% | +192.1% | -164.5% | -17.5% |
| 5Y | +11.7% | +62.3% | -50.6% | -12.8% |
| All | +155.0% | +216.2% | -61.2% | +45.1% |
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