+245.2%
HON vs RNG
+309.1%
-63.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.3% |
| 7D | -0.8% | -0.8% | 0.0% | -0.8% |
| 30D | -15.2% | +11.4% | -26.6% | -16.1% |
| 3M | -6.0% | +72.1% | -78.1% | -11.1% |
| 6M | -14.9% | +67.9% | -82.8% | -19.8% |
| YTD | +3.2% | +144.3% | -141.2% | -7.3% |
| 1Y | 0.0% | +117.5% | -117.5% | -9.2% |
| 3Y | +21.5% | +123.9% | -102.4% | +7.6% |
| 5Y | +4.0% | -70.1% | +74.1% | +7.1% |
| 10Y | +138.4% | +215.9% | -77.5% | +71.7% |
| All | +245.2% | +309.1% | -63.9% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling