+155.8%
HON vs RL
+337.1%
-181.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | +1.4% | +2.6% | -1.2% | +0.7% |
| 30D | +7.5% | +2.9% | +4.6% | +6.6% |
| 3M | -4.3% | 0.0% | -4.3% | -4.5% |
| 6M | -1.5% | +17.1% | -18.7% | -6.3% |
| YTD | +10.5% | +10.1% | +0.4% | +6.4% |
| 1Y | +8.5% | +17.3% | -8.8% | +2.4% |
| 3Y | +28.0% | +249.3% | -221.3% | -16.3% |
| 5Y | +12.0% | +240.9% | -228.9% | -28.7% |
| All | +155.8% | +337.1% | -181.2% | +41.0% |
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