+5,634.3%
HON vs CP
+7,669.4%
-2,035.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.8% |
| 7D | -3.6% | -2.7% | -0.9% | -2.5% |
| 30D | -15.3% | +0.2% | -15.4% | -15.4% |
| 3M | -7.9% | +2.6% | -10.5% | -9.1% |
| 6M | -18.1% | +6.0% | -24.0% | -20.4% |
| YTD | +3.8% | +24.9% | -21.1% | -6.0% |
| 1Y | +0.5% | +20.1% | -19.6% | -7.7% |
| 3Y | +19.8% | +16.4% | +3.4% | +9.6% |
| 5Y | +2.9% | +31.7% | -28.8% | -11.9% |
| 10Y | +134.6% | +223.9% | -89.2% | +35.9% |
| All | +5,634.3% | +7,669.4% | -2,035.1% | +801.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling