+161.3%
HON vs CSGP
+61.5%
+99.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.4% |
| 7D | +1.9% | -3.2% | +5.0% | +2.6% |
| 30D | +9.9% | +2.2% | +7.6% | +8.4% |
| 3M | -5.8% | -3.7% | -2.1% | -6.1% |
| 6M | +3.0% | -7.4% | +10.4% | +2.8% |
| YTD | +13.1% | -54.9% | +67.9% | +37.1% |
| 1Y | +13.2% | -54.9% | +68.0% | +36.9% |
| 3Y | +30.8% | -61.9% | +92.7% | +62.4% |
| 5Y | +13.0% | -63.1% | +76.1% | +38.2% |
| 10Y | +161.3% | +65.1% | +96.2% | +122.7% |
| All | +161.3% | +61.5% | +99.9% | +122.7% |
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