+13.5%
HON vs CMS
-1.1%
+14.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.5% | +3.9% |
| 7D | +2.3% | -0.9% | +3.2% | +2.6% |
| 30D | +10.2% | +7.1% | +3.2% | +7.9% |
| 3M | -6.7% | -1.3% | -5.4% | -6.2% |
| 6M | +3.3% | -2.7% | +6.0% | +4.7% |
| YTD | +13.4% | +2.6% | +10.8% | +14.8% |
| All | +13.5% | -1.1% | +14.6% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling