+138.4%
HON vs CP
+224.3%
-86.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | -0.6% | +0.6% | -1.1% | -0.8% |
| 30D | -15.4% | -0.5% | -14.9% | -15.3% |
| 3M | -9.1% | +0.1% | -9.2% | -9.4% |
| 6M | -17.1% | +7.8% | -24.9% | -20.7% |
| YTD | +1.5% | +22.9% | -21.3% | -9.3% |
| 1Y | -1.3% | +21.3% | -22.6% | -11.5% |
| 3Y | +19.5% | +20.4% | -0.8% | +4.9% |
| 5Y | +3.1% | +34.9% | -31.9% | -17.4% |
| 10Y | +138.4% | +233.3% | -95.0% | +21.8% |
| All | +138.4% | +224.3% | -86.0% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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