-1.3%
HON vs CFG
+38.1%
-39.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | -15.4% | -4.5% | -10.8% | -14.2% |
| 3M | -9.1% | +6.3% | -15.5% | -10.6% |
| 6M | -17.1% | +20.6% | -37.7% | -21.0% |
| YTD | +1.5% | +21.2% | -19.7% | -3.5% |
| 1Y | -1.3% | +38.2% | -39.5% | -9.0% |
| All | -1.3% | +38.1% | -39.5% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling