+1,013.3%
HON vs RL
+1,568.4%
-555.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.8% | -1.8% | +2.3% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +10.2% | +7.3% | +2.9% | +7.9% |
| 3M | -6.7% | +1.0% | -7.8% | -7.1% |
| 6M | +3.3% | +11.8% | -8.4% | -0.7% |
| YTD | +13.4% | +13.6% | -0.2% | +8.0% |
| 1Y | +14.7% | +24.0% | -9.3% | +6.2% |
| 3Y | +33.4% | +256.6% | -223.2% | -13.4% |
| 5Y | +12.7% | +240.2% | -227.5% | -28.1% |
| 10Y | +164.1% | +373.0% | -208.8% | +40.1% |
| All | +1,013.3% | +1,568.4% | -555.2% | +256.5% |
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