+5,596.8%
HON vs CHD
+10,010.3%
-4,413.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.2% |
| 7D | -0.8% | -2.9% | +2.1% | -0.1% |
| 30D | -15.2% | -6.2% | -9.0% | -13.9% |
| 3M | -6.0% | +1.6% | -7.5% | -6.5% |
| 6M | -14.9% | -3.5% | -11.4% | -14.3% |
| YTD | +3.2% | +16.2% | -13.1% | -0.9% |
| 1Y | 0.0% | +3.4% | -3.4% | -1.3% |
| 3Y | +21.5% | +4.6% | +16.9% | +18.7% |
| 5Y | +4.0% | +21.1% | -17.1% | -2.7% |
| 10Y | +138.4% | +126.5% | +11.8% | +86.4% |
| All | +5,596.8% | +10,010.3% | -4,413.5% | +2,054.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling