+4.0%
HON vs CMS
+26.5%
-22.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | -0.8% | +1.2% | -2.0% | -1.3% |
| 30D | -15.2% | -3.2% | -12.0% | -14.2% |
| 3M | -6.0% | -2.2% | -3.8% | -5.3% |
| 6M | -14.9% | -9.4% | -5.5% | -12.0% |
| YTD | +3.2% | +0.7% | +2.5% | +2.7% |
| 1Y | 0.0% | +0.4% | -0.3% | -0.5% |
| 3Y | +21.5% | +35.2% | -13.7% | +7.1% |
| 5Y | +4.0% | +24.1% | -20.1% | -7.7% |
| All | +4.0% | +26.5% | -22.5% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling