+161.3%
HON vs CL
+78.1%
+83.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.9% | +2.6% | -0.7% | +0.8% |
| 30D | +9.9% | +11.8% | -1.9% | +5.0% |
| 3M | -5.8% | +5.9% | -11.7% | -8.1% |
| 6M | +3.0% | +13.3% | -10.3% | -2.7% |
| YTD | +13.1% | +27.1% | -14.1% | +1.6% |
| 1Y | +13.2% | +28.0% | -14.8% | +1.3% |
| 3Y | +30.8% | +39.4% | -8.6% | +11.0% |
| 5Y | +13.0% | +40.8% | -27.7% | -5.4% |
| 10Y | +161.3% | +84.9% | +76.4% | +97.3% |
| All | +161.3% | +78.1% | +83.2% | +97.3% |
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