+132.3%
HON vs CLX
-3.7%
+136.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -3.5% | -5.7% | +2.2% | -2.6% |
| 30D | -13.8% | -17.0% | +3.3% | -11.3% |
| 3M | -11.7% | -9.7% | -2.0% | -10.5% |
| 6M | -18.7% | -19.8% | +1.1% | -16.3% |
| YTD | +0.2% | -9.8% | +10.1% | +1.4% |
| 1Y | -3.1% | -26.2% | +23.1% | +0.9% |
| 3Y | +17.0% | -36.2% | +53.2% | +23.8% |
| 5Y | +2.0% | -38.3% | +40.4% | +7.4% |
| All | +132.3% | -3.7% | +136.0% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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