+132.3%
HON vs CRS
+1,392.1%
-1,259.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -3.5% | -6.8% | +3.3% | -1.7% |
| 30D | -13.8% | -16.1% | +2.4% | -9.8% |
| 3M | -11.7% | -21.2% | +9.5% | -6.4% |
| 6M | -18.7% | +8.7% | -27.4% | -21.2% |
| YTD | +0.2% | +41.0% | -40.7% | -9.8% |
| 1Y | -3.1% | +82.7% | -85.7% | -19.3% |
| 3Y | +17.0% | +604.8% | -587.8% | -36.6% |
| 5Y | +2.0% | +1,384.7% | -1,382.7% | -58.1% |
| All | +132.3% | +1,392.1% | -1,259.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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