+1,459.7%
HON vs CME
+7,469.3%
-6,009.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.0% |
| 7D | -3.6% | -1.6% | -2.0% | -3.1% |
| 30D | -15.3% | +6.2% | -21.5% | -17.0% |
| 3M | -7.9% | +10.4% | -18.3% | -11.3% |
| 6M | -18.1% | -9.5% | -8.5% | -16.0% |
| YTD | +3.8% | +6.0% | -2.2% | +0.8% |
| 1Y | +0.5% | +9.3% | -8.8% | -3.6% |
| 3Y | +19.8% | +57.7% | -37.9% | +0.2% |
| 5Y | +2.9% | +77.7% | -74.8% | -18.3% |
| 10Y | +134.6% | +281.2% | -146.6% | +42.3% |
| All | +1,459.7% | +7,469.3% | -6,009.6% | +321.8% |
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