+5,596.8%
HON vs CRS
+9,808.6%
-4,211.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | +0.4% |
| 7D | -0.8% | -3.1% | +2.2% | +0.1% |
| 30D | -15.2% | -19.6% | +4.4% | -9.7% |
| 3M | -6.0% | -8.1% | +2.1% | -4.1% |
| 6M | -14.9% | +18.6% | -33.5% | -19.9% |
| YTD | +3.2% | +45.9% | -42.7% | -9.3% |
| 1Y | 0.0% | +82.5% | -82.5% | -18.5% |
| 3Y | +21.5% | +648.9% | -627.4% | -38.7% |
| 5Y | +4.0% | +1,438.1% | -1,434.1% | -60.1% |
| 10Y | +138.4% | +1,327.0% | -1,188.6% | -19.4% |
| All | +5,596.8% | +9,808.6% | -4,211.8% | +749.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling