+6,012.9%
HON vs CI
+8,010.3%
-1,997.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | +3.6% | -1.7% | +5.3% | +4.1% |
| 30D | +7.8% | +4.9% | +2.9% | +6.2% |
| 3M | -4.8% | +7.4% | -12.2% | -7.0% |
| 6M | -1.7% | +0.4% | -2.1% | -2.5% |
| YTD | +10.7% | +9.5% | +1.2% | +6.6% |
| 1Y | +7.8% | +12.0% | -4.2% | +3.0% |
| 3Y | +28.1% | +7.1% | +21.0% | +20.2% |
| 5Y | +12.2% | +49.3% | -37.2% | -6.1% |
| 10Y | +155.7% | +146.6% | +9.1% | +78.5% |
| All | +6,012.9% | +8,010.3% | -1,997.4% | +1,405.9% |
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 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