+12.7%
HON vs RL
+240.9%
-228.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.8% | -1.8% | +2.7% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +10.2% | +7.3% | +2.9% | +8.4% |
| 3M | -6.7% | +1.0% | -7.8% | -7.0% |
| 6M | +3.3% | +11.8% | -8.4% | +0.3% |
| YTD | +13.4% | +13.6% | -0.2% | +9.3% |
| 1Y | +14.7% | +24.0% | -9.3% | +8.1% |
| 3Y | +33.4% | +256.6% | -223.2% | -6.6% |
| 5Y | +12.7% | +240.2% | -227.5% | -22.0% |
| All | +12.7% | +240.9% | -228.2% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling