-3.1%
HON vs RMBS
+11.7%
-14.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -3.5% | +1.8% | -5.2% | -3.6% |
| 30D | -13.8% | -13.9% | +0.1% | -13.0% |
| 3M | -11.7% | -39.8% | +28.1% | -9.3% |
| 6M | -18.7% | -6.0% | -12.7% | -20.0% |
| YTD | +0.2% | -5.4% | +5.6% | -2.3% |
| 1Y | -3.1% | -1.8% | -1.2% | -6.9% |
| All | -3.1% | +11.7% | -14.8% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling