+249.7%
HON vs CNH
+64.7%
+185.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.1% | -0.4% |
| 7D | -3.6% | +23.3% | -26.9% | -10.3% |
| 30D | -15.3% | +33.5% | -48.7% | -23.5% |
| 3M | -7.9% | +32.7% | -40.6% | -17.0% |
| 6M | -18.1% | +22.2% | -40.2% | -24.7% |
| YTD | +3.8% | +57.7% | -53.9% | -12.7% |
| 1Y | +0.5% | +28.0% | -27.5% | -9.6% |
| 3Y | +19.8% | +11.5% | +8.2% | +9.3% |
| 5Y | +2.9% | +11.9% | -9.0% | -9.4% |
| 10Y | +134.6% | +162.8% | -28.1% | +46.3% |
| All | +249.7% | +64.7% | +185.0% | +127.7% |
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