+138.4%
HON vs CMS
+116.0%
+22.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -0.6% | +0.2% | -0.7% | -0.6% |
| 30D | -15.4% | -1.3% | -14.1% | -15.0% |
| 3M | -9.1% | -5.4% | -3.8% | -7.2% |
| 6M | -17.1% | -10.3% | -6.7% | -13.5% |
| YTD | +1.5% | -0.2% | +1.7% | +1.3% |
| 1Y | -1.3% | -0.9% | -0.5% | -1.5% |
| 3Y | +19.5% | +34.0% | -14.4% | +4.0% |
| 5Y | +3.1% | +23.6% | -20.5% | -8.3% |
| 10Y | +138.4% | +122.2% | +16.1% | +84.4% |
| All | +138.4% | +116.0% | +22.4% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CMS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling