+6,127.6%
HON vs CLF
+755.7%
+5,371.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.6% |
| 7D | -0.4% | +2.3% | -2.7% | -0.8% |
| 30D | +8.6% | +1.9% | +6.6% | +7.6% |
| 3M | -0.8% | +5.9% | -6.7% | -2.7% |
| 6M | -0.1% | +16.9% | -17.0% | -4.3% |
| YTD | +12.8% | -1.1% | +13.8% | +9.7% |
| 1Y | +10.4% | +28.8% | -18.4% | +2.6% |
| 3Y | +30.5% | -20.6% | +51.1% | +23.2% |
| 5Y | +15.0% | -41.5% | +56.5% | +9.8% |
| 10Y | +160.5% | +87.5% | +73.0% | +76.4% |
| All | +6,127.6% | +755.7% | +5,371.8% | +1,917.1% |
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