+156.2%
HON vs CLF
+80.0%
+76.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | +3.6% | +16.0% | -12.4% | +1.1% |
| 30D | +7.8% | +1.6% | +6.2% | +6.9% |
| 3M | -4.8% | +6.7% | -11.5% | -6.6% |
| 6M | -1.7% | +21.1% | -22.8% | -6.2% |
| YTD | +10.7% | -1.6% | +12.3% | +7.8% |
| 1Y | +7.8% | +18.5% | -10.7% | +1.7% |
| 3Y | +28.1% | -21.0% | +49.1% | +21.5% |
| 5Y | +12.2% | -41.4% | +53.6% | +7.4% |
| All | +156.2% | +80.0% | +76.2% | +69.2% |
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