+4.0%
HON vs CLF
-48.3%
+52.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | -0.8% | +6.5% | -7.3% | -1.7% |
| 30D | -15.2% | +0.2% | -15.4% | -15.3% |
| 3M | -6.0% | -3.1% | -2.9% | -6.1% |
| 6M | -14.9% | +25.0% | -39.9% | -17.9% |
| YTD | +3.2% | -7.5% | +10.6% | +2.4% |
| 1Y | 0.0% | +11.5% | -11.5% | -4.2% |
| 3Y | +21.5% | -13.7% | +35.2% | +15.3% |
| 5Y | +4.0% | -47.0% | +51.0% | +1.8% |
| All | +4.0% | -48.3% | +52.3% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling