+5,634.3%
HON vs RGEN
+1,576.0%
+4,058.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.0% |
| 7D | -3.6% | -4.9% | +1.3% | -3.4% |
| 30D | -15.3% | +5.7% | -20.9% | -15.5% |
| 3M | -7.9% | +32.4% | -40.3% | -9.2% |
| 6M | -18.1% | +33.2% | -51.2% | -19.3% |
| YTD | +3.8% | +2.3% | +1.5% | +3.4% |
| 1Y | +0.5% | +39.0% | -38.5% | -1.4% |
| 3Y | +19.8% | -4.6% | +24.4% | +18.4% |
| 5Y | +2.9% | -42.7% | +45.6% | +2.9% |
| 10Y | +134.6% | +433.6% | -298.9% | +112.6% |
| All | +5,634.3% | +1,576.0% | +4,058.3% | +4,125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling