+21.5%
HON vs RL
+211.8%
-190.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.4% |
| 7D | -0.8% | +1.9% | -2.7% | -1.2% |
| 30D | -15.2% | -12.2% | -3.0% | -13.0% |
| 3M | -6.0% | -6.6% | +0.7% | -4.7% |
| 6M | -14.9% | +3.2% | -18.0% | -15.5% |
| YTD | +3.2% | -1.3% | +4.4% | +3.0% |
| 1Y | 0.0% | +13.6% | -13.6% | -2.6% |
| 3Y | +21.5% | +210.9% | -189.4% | -2.0% |
| All | +21.5% | +211.8% | -190.4% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling