+203.5%
HON vs CFG
+396.4%
-192.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -3.6% | +1.5% | -5.1% | -4.1% |
| 30D | -15.3% | -3.8% | -11.4% | -14.1% |
| 3M | -7.9% | +11.5% | -19.4% | -11.5% |
| 6M | -18.1% | +19.2% | -37.2% | -23.3% |
| YTD | +3.8% | +23.7% | -19.9% | -4.3% |
| 1Y | +0.5% | +38.8% | -38.4% | -11.5% |
| 3Y | +19.8% | +178.9% | -159.1% | -20.9% |
| 5Y | +2.9% | +101.8% | -98.9% | -26.0% |
| 10Y | +134.6% | +317.3% | -182.6% | +16.1% |
| All | +203.5% | +396.4% | -192.8% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling