+0.5%
HON vs COR
+12.8%
-12.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.8% | +0.8% |
| 7D | -3.6% | +2.8% | -6.4% | -3.4% |
| 30D | -15.3% | +4.5% | -19.8% | -15.1% |
| 3M | -7.9% | +22.7% | -30.6% | -7.4% |
| 6M | -18.1% | -9.7% | -8.3% | -17.1% |
| YTD | +3.8% | -1.4% | +5.3% | +4.9% |
| 1Y | +0.5% | +13.9% | -13.4% | +0.7% |
| All | +0.5% | +12.8% | -12.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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