+160.5%
HON vs CI
+149.2%
+11.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -0.4% | -1.3% | +0.9% | +0.1% |
| 30D | +8.6% | +6.4% | +2.2% | +6.2% |
| 3M | -0.8% | +10.7% | -11.5% | -4.4% |
| 6M | -0.1% | +5.5% | -5.6% | -2.7% |
| YTD | +12.8% | +11.4% | +1.4% | +7.3% |
| 1Y | +10.4% | +15.0% | -4.6% | +3.8% |
| 3Y | +30.5% | +9.0% | +21.5% | +19.6% |
| 5Y | +15.0% | +52.0% | -37.0% | -10.4% |
| 10Y | +160.5% | +150.9% | +9.6% | +75.8% |
| All | +160.5% | +149.2% | +11.3% | +75.8% |
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