+138.4%
HON vs CL
+51.8%
+86.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -0.8% | -1.4% | +0.5% | -0.3% |
| 30D | -15.2% | -5.2% | -10.0% | -13.4% |
| 3M | -6.0% | +3.3% | -9.3% | -7.6% |
| 6M | -14.9% | -4.4% | -10.5% | -13.8% |
| YTD | +3.2% | +13.9% | -10.8% | -3.0% |
| 1Y | 0.0% | +7.6% | -7.6% | -3.9% |
| 3Y | +21.5% | +29.6% | -8.1% | +6.1% |
| 5Y | +4.0% | +28.1% | -24.0% | -9.5% |
| 10Y | +138.4% | +53.4% | +85.0% | +92.9% |
| All | +138.4% | +51.8% | +86.5% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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