+5,669.5%
HON vs RIO
+4,806.4%
+863.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.4% | -0.9% | +2.3% | +1.7% |
| 30D | +7.5% | -9.1% | +16.6% | +10.7% |
| 3M | -4.3% | -13.7% | +9.3% | -0.1% |
| 6M | -1.5% | -24.3% | +22.8% | +6.9% |
| YTD | +10.5% | +8.9% | +1.7% | +6.5% |
| 1Y | +8.5% | +22.7% | -14.1% | +0.7% |
| 3Y | +28.0% | +51.2% | -23.1% | +9.6% |
| 5Y | +12.0% | +88.1% | -76.1% | -13.0% |
| 10Y | +155.4% | +352.3% | -197.0% | +46.0% |
| All | +5,669.5% | +4,806.4% | +863.2% | +1,224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling