+132.1%
HON vs CPB
-45.5%
+177.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -0.8% |
| 7D | -2.6% | -5.4% | +2.8% | -1.9% |
| 30D | -11.9% | -7.8% | -4.0% | -11.0% |
| 3M | -6.1% | -6.9% | +0.8% | -5.5% |
| 6M | -19.2% | -12.2% | -7.0% | -18.1% |
| YTD | +0.2% | -21.1% | +21.2% | +3.0% |
| 1Y | -1.5% | -33.5% | +32.0% | +3.9% |
| 3Y | +17.9% | -43.2% | +61.1% | +26.4% |
| 5Y | +1.9% | -40.9% | +42.8% | +8.3% |
| All | +132.1% | -45.5% | +177.6% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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