+138.4%
HON vs CLF
+116.4%
+22.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -0.6% | -2.7% | +2.1% | -0.1% |
| 30D | -15.4% | -3.2% | -12.2% | -15.1% |
| 3M | -9.1% | -5.0% | -4.2% | -9.0% |
| 6M | -17.1% | +26.6% | -43.7% | -21.0% |
| YTD | +1.5% | -9.0% | +10.5% | +0.9% |
| 1Y | -1.3% | +11.8% | -13.2% | -6.5% |
| 3Y | +19.5% | -15.1% | +34.6% | +12.5% |
| 5Y | +3.1% | -48.2% | +51.3% | +1.0% |
| 10Y | +138.4% | +127.6% | +10.8% | +55.9% |
| All | +138.4% | +116.4% | +22.0% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CLF 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling