+4.0%
HON vs CFG
+100.9%
-96.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.3% |
| 7D | -0.8% | +2.7% | -3.5% | -1.6% |
| 30D | -15.2% | -3.7% | -11.5% | -14.2% |
| 3M | -6.0% | +9.5% | -15.4% | -8.5% |
| 6M | -14.9% | +22.2% | -37.1% | -19.9% |
| YTD | +3.2% | +22.3% | -19.2% | -3.1% |
| 1Y | 0.0% | +39.4% | -39.4% | -9.8% |
| 3Y | +21.5% | +188.5% | -167.0% | -13.1% |
| 5Y | +4.0% | +101.5% | -97.5% | -18.2% |
| All | +4.0% | +100.9% | -96.9% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling