+138.4%
HON vs CNH
+157.1%
-18.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.4% |
| 7D | -0.6% | +1.8% | -2.4% | -1.3% |
| 30D | -15.4% | +32.6% | -48.0% | -24.1% |
| 3M | -9.1% | +29.4% | -38.6% | -18.3% |
| 6M | -17.1% | +26.0% | -43.0% | -25.3% |
| YTD | +1.5% | +52.2% | -50.7% | -15.0% |
| 1Y | -1.3% | +23.9% | -25.2% | -11.1% |
| 3Y | +19.5% | +10.1% | +9.4% | +8.5% |
| 5Y | +3.1% | +13.2% | -10.1% | -11.6% |
| 10Y | +138.4% | +160.7% | -22.3% | +35.6% |
| All | +138.4% | +157.1% | -18.7% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling