+132.3%
HON vs RMBS
+566.4%
-434.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -3.5% | +1.8% | -5.2% | -3.8% |
| 30D | -13.8% | -13.9% | +0.1% | -11.5% |
| 3M | -11.7% | -39.8% | +28.1% | -4.4% |
| 6M | -18.7% | -6.0% | -12.7% | -21.4% |
| YTD | +0.2% | -5.4% | +5.6% | -4.7% |
| 1Y | -3.1% | -1.8% | -1.2% | -10.1% |
| 3Y | +17.0% | +53.7% | -36.7% | -10.2% |
| 5Y | +2.0% | +268.5% | -266.5% | -44.7% |
| All | +132.3% | +566.4% | -434.1% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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