+5,634.3%
HON vs CI
+7,591.2%
-1,956.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | -3.6% | +1.3% | -4.9% | -4.0% |
| 30D | -15.3% | +4.4% | -19.7% | -16.4% |
| 3M | -7.9% | +0.7% | -8.5% | -8.4% |
| 6M | -18.1% | +0.3% | -18.4% | -18.7% |
| YTD | +3.8% | +3.8% | 0.0% | +1.8% |
| 1Y | +0.5% | -5.5% | +6.0% | +0.3% |
| 3Y | +19.8% | +8.1% | +11.7% | +12.1% |
| 5Y | +2.9% | +42.8% | -39.9% | -12.6% |
| 10Y | +134.6% | +143.9% | -9.2% | +64.5% |
| All | +5,634.3% | +7,591.2% | -1,956.9% | +1,338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling