+132.3%
HON vs RNG
+222.9%
-90.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.5% | -6.1% | +2.6% | -2.9% |
| 30D | -13.8% | +9.6% | -23.4% | -14.5% |
| 3M | -11.7% | +83.3% | -95.0% | -16.7% |
| 6M | -18.7% | +77.9% | -96.7% | -23.6% |
| YTD | +0.2% | +139.9% | -139.7% | -9.3% |
| 1Y | -3.1% | +121.7% | -124.7% | -11.8% |
| 3Y | +17.0% | +121.9% | -104.9% | +4.1% |
| 5Y | +2.0% | -68.4% | +70.4% | +4.0% |
| All | +132.3% | +222.9% | -90.6% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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