+1.5%
HON vs RDW
-9.1%
+10.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | -3.5% | +0.9% | -4.3% | -3.5% |
| 30D | -13.8% | -21.3% | +7.5% | -12.5% |
| 3M | -11.7% | -37.9% | +26.2% | -9.6% |
| 6M | -18.7% | +12.3% | -31.0% | -20.9% |
| YTD | +0.2% | +39.7% | -39.5% | -4.9% |
| 1Y | -3.1% | +25.7% | -28.7% | -8.3% |
| 3Y | +17.0% | +230.8% | -213.9% | -0.7% |
| All | +1.5% | -9.1% | +10.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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