+132.3%
HON vs CMI
+516.5%
-384.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | -3.5% | -0.7% | -2.7% | -3.1% |
| 30D | -13.8% | -12.4% | -1.4% | -8.0% |
| 3M | -11.7% | -14.8% | +3.1% | -5.3% |
| 6M | -18.7% | +0.8% | -19.5% | -20.9% |
| YTD | +0.2% | +10.2% | -9.9% | -7.7% |
| 1Y | -3.1% | +37.4% | -40.5% | -21.4% |
| 3Y | +17.0% | +153.3% | -136.3% | -35.3% |
| 5Y | +2.0% | +167.6% | -165.6% | -46.8% |
| All | +132.3% | +516.5% | -384.2% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling