+4.0%
HON vs RBA
+44.6%
-40.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.2% |
| 7D | -0.8% | -1.1% | +0.2% | -0.6% |
| 30D | -15.2% | -13.2% | -2.0% | -12.4% |
| 3M | -6.0% | -21.4% | +15.4% | -1.2% |
| 6M | -14.9% | -20.9% | +6.0% | -10.8% |
| YTD | +3.2% | -19.9% | +23.0% | +7.4% |
| 1Y | 0.0% | -28.7% | +28.7% | +6.9% |
| 3Y | +21.5% | +27.4% | -5.9% | +13.3% |
| 5Y | +4.0% | +41.7% | -37.7% | -6.9% |
| All | +4.0% | +44.6% | -40.6% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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