+156.3%
HON vs CSGP
+63.3%
+93.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.7% | +6.7% | +3.2% |
| 7D | +0.8% | +1.3% | -0.5% | +0.4% |
| 30D | +5.7% | +10.7% | -5.0% | +2.1% |
| 3M | -8.3% | +3.3% | -11.6% | -10.4% |
| 6M | -2.4% | -10.3% | +7.9% | -1.7% |
| YTD | +9.0% | -54.6% | +63.6% | +31.9% |
| 1Y | +9.2% | -54.6% | +63.8% | +32.0% |
| 3Y | +26.3% | -60.3% | +86.7% | +54.8% |
| 5Y | +9.1% | -63.3% | +72.4% | +33.8% |
| All | +156.3% | +63.3% | +93.0% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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