+869.6%
HON vs CSGP
+3,461.1%
-2,591.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -3.9% | -5.2% |
| 7D | -2.9% | +13.9% | -16.8% | -5.5% |
| 30D | +1.4% | +16.0% | -14.6% | -2.3% |
| 3M | -12.8% | +6.1% | -18.9% | -14.7% |
| 6M | -0.7% | -8.2% | +7.4% | -0.7% |
| YTD | +6.9% | -52.3% | +59.2% | +21.5% |
| 1Y | +6.5% | -54.5% | +61.0% | +22.1% |
| 3Y | +22.9% | -58.6% | +81.5% | +41.6% |
| 5Y | +7.0% | -61.5% | +68.5% | +23.1% |
| 10Y | +158.3% | +74.7% | +83.7% | +115.9% |
| All | +869.6% | +3,461.1% | -2,591.5% | +345.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling