+11.6%
HON vs RGEN
-35.5%
+47.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +1.1% | -3.3% | +4.4% | +1.5% |
| 30D | +7.2% | -5.8% | +13.0% | +7.9% |
| 3M | -4.6% | +0.2% | -4.8% | -5.0% |
| 6M | -1.9% | +56.8% | -58.6% | -8.1% |
| YTD | +10.2% | +2.4% | +7.8% | +8.6% |
| 1Y | +8.2% | +11.4% | -3.2% | +5.4% |
| 3Y | +27.6% | +15.2% | +12.5% | +20.1% |
| All | +11.6% | -35.5% | +47.1% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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