+1,560.5%
HON vs CME
+8,496.5%
-6,936.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +1.4% | +3.9% | -2.5% | +0.1% |
| 30D | +7.5% | +11.3% | -3.8% | +3.7% |
| 3M | -4.3% | +19.6% | -23.9% | -10.0% |
| 6M | -1.5% | +8.1% | -9.6% | -4.8% |
| YTD | +10.5% | +20.4% | -9.9% | +2.7% |
| 1Y | +8.5% | +16.5% | -7.9% | +1.9% |
| 3Y | +28.0% | +66.4% | -38.4% | +5.2% |
| 5Y | +12.0% | +74.5% | -62.4% | -10.5% |
| 10Y | +155.4% | +308.5% | -153.1% | +51.1% |
| All | +1,560.5% | +8,496.5% | -6,936.0% | +329.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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