-1.5%
HON vs CNH
+20.2%
-21.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.5% | -0.8% |
| 7D | -2.6% | -2.5% | -0.2% | -2.2% |
| 30D | -11.9% | +27.0% | -38.9% | -16.6% |
| 3M | -6.1% | +32.6% | -38.7% | -12.7% |
| 6M | -19.2% | +23.6% | -42.8% | -23.5% |
| YTD | +0.2% | +47.8% | -47.7% | -11.3% |
| 1Y | -1.5% | +21.3% | -22.8% | -8.4% |
| All | -1.5% | +20.2% | -21.7% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling