+231.6%
HON vs CFG
+360.2%
-128.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.1% | +3.0% |
| 7D | +2.3% | +0.3% | +2.1% | +2.3% |
| 30D | +10.2% | +3.2% | +7.0% | +9.1% |
| 3M | -6.7% | -9.7% | +3.0% | -3.4% |
| 6M | +3.3% | +3.6% | -0.3% | +1.6% |
| YTD | +13.4% | +14.7% | -1.2% | +7.3% |
| 1Y | +14.7% | +29.6% | -14.9% | +3.7% |
| 3Y | +33.4% | +190.6% | -157.1% | -13.0% |
| 5Y | +12.7% | +67.1% | -54.3% | -12.7% |
| 10Y | +164.1% | +237.0% | -72.9% | +40.4% |
| All | +231.6% | +360.2% | -128.6% | +58.3% |
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