+13.1%
HON vs CMI
+10.9%
+2.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.8% | +7.7% | +3.1% |
| 7D | +4.2% | -11.2% | +15.4% | +6.7% |
| 30D | +6.7% | -9.8% | +16.5% | +8.8% |
| 3M | -7.9% | -25.5% | +17.6% | -1.9% |
| 6M | +4.8% | -27.7% | +32.5% | +11.5% |
| YTD | +13.2% | -6.6% | +19.8% | +14.6% |
| 1Y | +13.1% | +11.7% | +1.4% | +14.1% |
| All | +13.1% | +10.9% | +2.2% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling