+397.8%
HON vs CG
+351.2%
+46.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | -3.6% | -4.3% | +0.7% | -2.4% |
| 30D | -15.3% | -5.1% | -10.2% | -14.2% |
| 3M | -7.9% | +8.7% | -16.6% | -10.5% |
| 6M | -18.1% | -9.2% | -8.8% | -16.4% |
| YTD | +3.8% | -18.9% | +22.7% | +8.9% |
| 1Y | +0.5% | -25.6% | +26.1% | +7.5% |
| 3Y | +19.8% | +57.3% | -37.5% | -2.6% |
| 5Y | +2.9% | +10.2% | -7.2% | -10.0% |
| 10Y | +134.6% | +364.2% | -229.6% | +32.1% |
| All | +397.8% | +351.2% | +46.6% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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