+138.4%
HON vs CI
+143.6%
-5.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -0.6% | -1.1% | +0.6% | -0.2% |
| 30D | -15.4% | +0.5% | -15.9% | -15.5% |
| 3M | -9.1% | -5.2% | -4.0% | -7.8% |
| 6M | -17.1% | +4.3% | -21.4% | -18.9% |
| YTD | +1.5% | +2.8% | -1.3% | -0.5% |
| 1Y | -1.3% | -5.8% | +4.5% | -1.4% |
| 3Y | +19.5% | +4.7% | +14.8% | +10.9% |
| 5Y | +3.1% | +42.7% | -39.6% | -17.7% |
| 10Y | +138.4% | +141.0% | -2.6% | +62.9% |
| All | +138.4% | +143.6% | -5.2% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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