+28.0%
HON vs CL
+40.9%
-12.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.6% |
| 7D | +1.4% | +3.2% | -1.8% | +0.6% |
| 30D | +7.5% | +8.0% | -0.5% | +5.3% |
| 3M | -4.3% | +7.9% | -12.2% | -6.3% |
| 6M | -1.5% | +14.7% | -16.3% | -5.4% |
| YTD | +10.5% | +29.2% | -18.6% | +2.3% |
| 1Y | +8.5% | +29.5% | -21.0% | +0.3% |
| 3Y | +28.0% | +40.7% | -12.6% | +12.3% |
| All | +28.0% | +40.9% | -12.9% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling