+1.5%
HON vs CRH
+93.9%
-92.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -3.5% | -6.1% | +2.6% | -1.6% |
| 30D | -13.8% | -9.3% | -4.5% | -11.2% |
| 3M | -11.7% | -15.2% | +3.5% | -7.1% |
| 6M | -18.7% | -14.2% | -4.5% | -15.1% |
| YTD | +0.2% | -28.3% | +28.5% | +10.3% |
| 1Y | -3.1% | -21.8% | +18.7% | +3.5% |
| 3Y | +17.0% | +71.6% | -54.6% | -7.8% |
| All | +1.5% | +93.9% | -92.4% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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