+7.8%
HON vs CL
+26.2%
-18.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +3.6% | -0.8% | +4.4% | +3.7% |
| 30D | +7.8% | +9.5% | -1.7% | +5.7% |
| 3M | -4.8% | +6.6% | -11.4% | -6.0% |
| 6M | -1.7% | +13.2% | -14.9% | -4.7% |
| YTD | +10.7% | +26.9% | -16.2% | +4.1% |
| 1Y | +7.8% | +27.6% | -19.8% | +1.4% |
| All | +7.8% | +26.2% | -18.5% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling