+17.0%
HON vs RIO
+88.2%
-71.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.5% | -3.2% | -0.3% | -2.6% |
| 30D | -13.8% | +0.9% | -14.7% | -14.1% |
| 3M | -11.7% | -1.4% | -10.2% | -11.5% |
| 6M | -18.7% | +10.9% | -29.7% | -21.1% |
| YTD | +0.2% | +31.2% | -31.0% | -6.8% |
| 1Y | -3.1% | +67.9% | -71.0% | -15.4% |
| 3Y | +17.0% | +88.8% | -71.8% | -3.9% |
| All | +17.0% | +88.2% | -71.2% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 3y: compounded portfolio wealth divided by compounded RIO 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…
3y analysis · Full analysis span regression · 6 months rolling