+132.1%
HON vs COR
+405.5%
-273.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -2.6% | -4.8% | +2.2% | -1.3% |
| 30D | -11.9% | -3.7% | -8.2% | -11.1% |
| 3M | -6.1% | +14.3% | -20.4% | -10.0% |
| 6M | -19.2% | -8.5% | -10.7% | -18.0% |
| YTD | +0.2% | -4.4% | +4.6% | -0.1% |
| 1Y | -1.5% | +9.1% | -10.6% | -6.2% |
| 3Y | +17.9% | +85.2% | -67.3% | -7.1% |
| 5Y | +1.9% | +180.7% | -178.7% | -30.9% |
| All | +132.1% | +405.5% | -273.4% | +35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling