+4.0%
HON vs CNH
+7.1%
-3.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +0.8% |
| 7D | -0.8% | +8.8% | -9.6% | -3.2% |
| 30D | -15.2% | +24.7% | -39.8% | -20.4% |
| 3M | -6.0% | +27.3% | -33.3% | -12.6% |
| 6M | -14.9% | +23.2% | -38.0% | -20.7% |
| YTD | +3.2% | +48.9% | -45.8% | -8.9% |
| 1Y | 0.0% | +19.4% | -19.4% | -6.3% |
| 3Y | +21.5% | +7.8% | +13.7% | +15.0% |
| 5Y | +4.0% | +8.7% | -4.7% | -5.0% |
| All | +4.0% | +7.1% | -3.1% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling