+6,164.8%
HON vs CMS
+471.3%
+5,693.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 6M | +3.3% | -2.7% | +6.0% | +4.0% |
| YTD | +13.4% | +2.6% | +10.8% | +12.2% |
| 1Y | +14.7% | -2.0% | +16.7% | +15.1% |
| 3Y | +33.4% | +39.6% | -6.2% | +19.1% |
| 5Y | +12.7% | +35.3% | -22.6% | +1.0% |
| 10Y | +164.1% | +132.3% | +31.8% | +99.3% |
| All | +6,164.8% | +471.3% | +5,693.5% | +3,323.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling