+132.3%
HON vs CRL
+256.1%
-123.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | -3.5% | -3.5% | +0.1% | -2.6% |
| 30D | -13.8% | -2.1% | -11.6% | -13.4% |
| 3M | -11.7% | +48.0% | -59.6% | -20.7% |
| 6M | -18.7% | +64.7% | -83.5% | -29.7% |
| YTD | +0.2% | +39.5% | -39.3% | -10.0% |
| 1Y | -3.1% | +74.2% | -77.3% | -18.6% |
| 3Y | +17.0% | +39.4% | -22.4% | -1.3% |
| 5Y | +2.0% | -36.9% | +38.9% | +9.5% |
| All | +132.3% | +256.1% | -123.7% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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