+2,227.9%
HON vs COR
+18,527.9%
-16,300.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +3.6% | +2.9% | +0.7% | +2.9% |
| 30D | +7.8% | +5.8% | +2.0% | +6.4% |
| 3M | -4.8% | +11.4% | -16.2% | -7.3% |
| 6M | -1.7% | +34.5% | -36.1% | -8.8% |
| YTD | +10.7% | +4.1% | +6.6% | +8.1% |
| 1Y | +7.8% | -3.1% | +10.9% | +7.0% |
| 3Y | +28.1% | +80.9% | -52.8% | +8.2% |
| 5Y | +12.2% | +195.1% | -183.0% | -16.3% |
| 10Y | +155.7% | +492.7% | -337.0% | +58.1% |
| All | +2,227.9% | +18,527.9% | -16,300.0% | +731.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling