+6,164.8%
HON vs CLF
+698.4%
+5,466.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.0% | -2.9% | +2.9% |
| 7D | +2.3% | -14.1% | +16.4% | +4.8% |
| 30D | +10.2% | -5.5% | +15.8% | +10.6% |
| 3M | -6.7% | 0.0% | -6.7% | -7.6% |
| 6M | +3.3% | +11.3% | -7.9% | -0.2% |
| YTD | +13.4% | -7.7% | +21.1% | +11.7% |
| 1Y | +14.7% | +17.5% | -2.8% | +8.2% |
| 3Y | +33.4% | -25.4% | +58.8% | +27.4% |
| 5Y | +12.7% | -46.0% | +58.7% | +9.1% |
| 10Y | +164.1% | +80.1% | +84.1% | +80.1% |
| All | +6,164.8% | +698.4% | +5,466.3% | +1,953.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling