+160.5%
HON vs RL
+347.1%
-186.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -0.4% | -4.4% | +4.0% | +0.9% |
| 30D | +8.6% | +5.6% | +3.0% | +6.9% |
| 3M | -0.8% | -0.6% | -0.1% | -0.7% |
| 6M | -0.1% | +15.5% | -15.6% | -4.6% |
| YTD | +12.8% | +12.3% | +0.4% | +7.9% |
| 1Y | +10.4% | +19.3% | -8.9% | +3.7% |
| 3Y | +30.5% | +255.5% | -225.1% | -15.1% |
| 5Y | +15.0% | +247.1% | -232.1% | -27.1% |
| 10Y | +160.5% | +346.0% | -185.5% | +41.9% |
| All | +160.5% | +347.1% | -186.6% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling