+841.9%
HON vs CSGP
+3,334.4%
-2,492.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.5% |
| 7D | -3.6% | -4.1% | +0.5% | -2.8% |
| 30D | -15.3% | +2.3% | -17.6% | -15.9% |
| 3M | -7.9% | -8.2% | +0.3% | -7.0% |
| 6M | -18.1% | -35.1% | +17.0% | -11.4% |
| YTD | +3.8% | -54.0% | +57.9% | +19.8% |
| 1Y | +0.5% | -65.3% | +65.8% | +22.8% |
| 3Y | +19.8% | -62.6% | +82.3% | +41.9% |
| 5Y | +2.9% | -64.8% | +67.7% | +21.3% |
| 10Y | +134.6% | +45.1% | +89.6% | +104.6% |
| All | +841.9% | +3,334.4% | -2,492.5% | +338.6% |
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