+1,006.7%
HON vs RL
+1,549.7%
-543.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | -0.4% | -4.4% | +4.0% | +1.0% |
| 30D | +8.6% | +5.6% | +3.0% | +6.8% |
| 3M | -0.8% | -0.6% | -0.1% | -0.8% |
| 6M | -0.1% | +15.5% | -15.6% | -4.8% |
| YTD | +12.8% | +12.3% | +0.4% | +7.7% |
| 1Y | +10.4% | +19.3% | -8.9% | +3.4% |
| 3Y | +30.5% | +255.5% | -225.1% | -15.3% |
| 5Y | +15.0% | +247.1% | -232.1% | -27.1% |
| 10Y | +160.5% | +346.0% | -185.5% | +40.6% |
| All | +1,006.7% | +1,549.7% | -543.1% | +255.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling