+12.2%
HON vs COR
+193.1%
-180.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +3.6% | +2.9% | +0.7% | +3.1% |
| 30D | +7.8% | +5.8% | +2.0% | +6.9% |
| 3M | -4.8% | +11.4% | -16.2% | -6.4% |
| 6M | -1.7% | +34.5% | -36.1% | -7.0% |
| YTD | +10.7% | +4.1% | +6.6% | +9.5% |
| 1Y | +7.8% | -3.1% | +10.9% | +8.6% |
| 3Y | +28.1% | +80.9% | -52.8% | +4.1% |
| 5Y | +12.2% | +195.1% | -183.0% | -28.6% |
| All | +12.2% | +193.1% | -180.9% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling