+9.3%
HON vs CLF
-51.2%
+60.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.8% |
| 7D | +0.8% | -19.6% | +20.4% | +3.5% |
| 30D | +5.7% | -5.0% | +10.7% | +5.9% |
| 3M | -8.3% | -6.3% | -2.0% | -8.2% |
| 6M | -2.4% | +2.8% | -5.2% | -4.1% |
| YTD | +9.0% | -13.7% | +22.7% | +8.5% |
| 1Y | +9.2% | +13.6% | -4.4% | +4.8% |
| 3Y | +26.3% | -34.0% | +60.3% | +24.3% |
| All | +9.3% | -51.2% | +60.5% | +6.6% |
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