+5,634.3%
HON vs CL
+4,870.0%
+764.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +1.5% |
| 7D | -3.6% | -2.2% | -1.4% | -2.8% |
| 30D | -15.3% | -4.8% | -10.4% | -13.6% |
| 3M | -7.9% | +4.9% | -12.8% | -10.0% |
| 6M | -18.1% | -5.7% | -12.3% | -16.6% |
| YTD | +3.8% | +14.4% | -10.5% | -2.2% |
| 1Y | +0.5% | +8.7% | -8.3% | -3.7% |
| 3Y | +19.8% | +30.0% | -10.2% | +5.9% |
| 5Y | +2.9% | +28.4% | -25.5% | -9.2% |
| 10Y | +134.6% | +50.1% | +84.5% | +91.2% |
| All | +5,634.3% | +4,870.0% | +764.3% | +1,463.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling