+1,064.4%
HON vs CNC
+5,287.0%
-4,222.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -0.6% | -4.9% | +4.3% | +0.4% |
| 30D | -15.4% | -3.8% | -11.6% | -14.8% |
| 3M | -9.1% | -3.2% | -5.9% | -8.9% |
| 6M | -17.1% | +47.9% | -64.9% | -24.0% |
| YTD | +1.5% | +55.7% | -54.2% | -8.2% |
| 1Y | -1.3% | +106.2% | -107.6% | -16.1% |
| 3Y | +19.5% | -2.1% | +21.6% | +12.4% |
| 5Y | +3.1% | +3.4% | -0.3% | -5.5% |
| 10Y | +138.4% | +91.7% | +46.7% | +87.6% |
| All | +1,064.4% | +5,287.0% | -4,222.6% | +371.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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