+976.8%
HON vs RMBS
+1,376.2%
-399.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -0.6% | +3.5% | -4.0% | -0.9% |
| 30D | -15.4% | -8.6% | -6.8% | -14.6% |
| 3M | -9.1% | -40.3% | +31.2% | -4.7% |
| 6M | -17.1% | -1.0% | -16.1% | -18.6% |
| YTD | +1.5% | -4.6% | +6.1% | -0.6% |
| 1Y | -1.3% | +17.6% | -18.9% | -6.4% |
| 3Y | +19.5% | +58.6% | -39.1% | +6.5% |
| 5Y | +3.1% | +270.9% | -267.9% | -17.3% |
| 10Y | +138.4% | +569.1% | -430.7% | +77.4% |
| All | +976.8% | +1,376.2% | -399.4% | +428.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling