+21.5%
HON vs CNH
+7.5%
+14.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +0.5% |
| 7D | -0.8% | +8.8% | -9.6% | -2.7% |
| 30D | -15.2% | +24.7% | -39.8% | -19.5% |
| 3M | -6.0% | +27.3% | -33.3% | -11.6% |
| 6M | -14.9% | +23.2% | -38.0% | -19.7% |
| YTD | +3.2% | +48.9% | -45.8% | -7.1% |
| 1Y | 0.0% | +19.4% | -19.4% | -5.4% |
| 3Y | +21.5% | +7.8% | +13.7% | +17.4% |
| All | +21.5% | +7.5% | +14.0% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling