+279.8%
HON vs CNH
+42.8%
+237.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.9% |
| 7D | -0.4% | +6.7% | -7.0% | -2.5% |
| 30D | +8.6% | +7.2% | +1.4% | +5.9% |
| 3M | -0.8% | +17.5% | -18.3% | -7.2% |
| 6M | -0.1% | +15.0% | -15.0% | -6.7% |
| YTD | +12.8% | +36.8% | -24.0% | -1.4% |
| 1Y | +10.4% | +27.6% | -17.2% | -1.3% |
| 3Y | +30.5% | +34.3% | -3.9% | +10.6% |
| 5Y | +15.0% | -12.2% | +27.2% | +9.6% |
| 10Y | +160.5% | +113.9% | +46.6% | +71.5% |
| All | +279.8% | +42.8% | +237.0% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling