+138.4%
HON vs RL
+297.6%
-159.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.8% | -0.6% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -15.4% | -17.5% | +2.1% | -10.7% |
| 3M | -9.1% | -14.0% | +4.9% | -5.3% |
| 6M | -17.1% | -2.0% | -15.1% | -17.2% |
| YTD | +1.5% | -4.6% | +6.1% | +1.9% |
| 1Y | -1.3% | +9.5% | -10.8% | -5.1% |
| 3Y | +19.5% | +200.5% | -180.9% | -18.2% |
| 5Y | +3.1% | +226.3% | -223.2% | -33.9% |
| 10Y | +138.4% | +304.8% | -166.4% | +35.9% |
| All | +138.4% | +297.6% | -159.2% | +35.9% |
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