+30.6%
HON vs CSGP
-61.8%
+92.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -0.4% | -7.1% | +6.7% | +0.4% |
| 30D | +8.6% | +3.6% | +5.0% | +7.9% |
| 3M | -0.8% | -2.7% | +2.0% | -0.9% |
| 6M | -0.1% | -8.0% | +8.0% | +0.2% |
| YTD | +12.8% | -55.0% | +67.7% | +26.7% |
| 1Y | +10.4% | -55.8% | +66.2% | +24.4% |
| All | +30.6% | -61.8% | +92.4% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling