+161.3%
HON vs CLF
+82.3%
+79.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -1.1% |
| 7D | +1.9% | -9.1% | +10.9% | +3.2% |
| 30D | +9.9% | -0.9% | +10.8% | +9.4% |
| 3M | -5.8% | +3.0% | -8.7% | -7.1% |
| 6M | +3.0% | +16.7% | -13.7% | -1.2% |
| YTD | +13.1% | -3.2% | +16.2% | +10.4% |
| 1Y | +13.2% | +24.6% | -11.5% | +5.9% |
| 3Y | +30.8% | -22.3% | +53.1% | +24.4% |
| 5Y | +13.0% | -41.2% | +54.2% | +8.1% |
| 10Y | +161.3% | +83.5% | +77.8% | +72.5% |
| All | +161.3% | +82.3% | +79.0% | +72.5% |
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