+132.3%
HON vs CHD
+126.1%
+6.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.5% | -4.5% | +1.0% | -2.4% |
| 30D | -13.8% | -6.7% | -7.0% | -12.4% |
| 3M | -11.7% | -2.7% | -9.0% | -11.2% |
| 6M | -18.7% | -4.9% | -13.8% | -17.9% |
| YTD | +0.2% | +13.3% | -13.1% | -2.8% |
| 1Y | -3.1% | +1.0% | -4.1% | -3.7% |
| 3Y | +17.0% | +1.3% | +15.6% | +15.6% |
| 5Y | +2.0% | +20.8% | -18.8% | -4.2% |
| All | +132.3% | +126.1% | +6.2% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling