+5,506.3%
HON vs CMI
+19,556.0%
-14,049.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | -15.4% | -12.3% | -3.1% | -10.9% |
| 3M | -9.1% | -16.8% | +7.7% | -2.8% |
| 6M | -17.1% | +1.5% | -18.6% | -18.7% |
| YTD | +1.5% | +9.8% | -8.3% | -4.0% |
| 1Y | -1.3% | +42.6% | -43.9% | -16.5% |
| 3Y | +19.5% | +151.0% | -131.4% | -20.9% |
| 5Y | +3.1% | +167.0% | -164.0% | -34.3% |
| 10Y | +138.4% | +512.2% | -373.8% | +9.2% |
| All | +5,506.3% | +19,556.0% | -14,049.7% | +601.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling