+155.8%
HON vs CLF
+74.2%
+81.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.4% |
| 7D | +1.4% | +10.4% | -9.0% | -0.2% |
| 30D | +7.5% | +0.6% | +6.9% | +6.8% |
| 3M | -4.3% | +4.1% | -8.5% | -5.9% |
| 6M | -1.5% | +15.1% | -16.6% | -5.3% |
| YTD | +10.5% | -4.7% | +15.3% | +8.2% |
| 1Y | +8.5% | +20.4% | -11.8% | +2.2% |
| 3Y | +28.0% | -23.4% | +51.4% | +22.0% |
| 5Y | +12.0% | -43.3% | +55.3% | +7.8% |
| All | +155.8% | +74.2% | +81.7% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling