+139.1%
HON vs CSGP
+44.3%
+94.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.6% |
| 7D | -3.6% | -4.1% | +0.5% | -2.5% |
| 30D | -15.3% | +2.3% | -17.6% | -16.1% |
| 3M | -7.9% | -8.2% | +0.3% | -6.7% |
| 6M | -18.1% | -35.1% | +17.0% | -8.8% |
| YTD | +3.8% | -54.0% | +57.9% | +26.5% |
| 1Y | +0.5% | -65.3% | +65.8% | +33.2% |
| 3Y | +19.8% | -62.6% | +82.3% | +51.0% |
| 5Y | +2.9% | -64.8% | +67.7% | +28.9% |
| All | +139.1% | +44.3% | +94.8% | +103.1% |
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