+9.7%
HON vs ROIV
+298.2%
-288.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.6% |
| 7D | -0.6% | +22.3% | -22.9% | -1.7% |
| 30D | -15.4% | +16.9% | -32.2% | -16.2% |
| 3M | -9.1% | +43.9% | -53.1% | -11.0% |
| 6M | -17.1% | +41.6% | -58.6% | -18.8% |
| YTD | +1.5% | +92.7% | -91.2% | -2.3% |
| 1Y | -1.3% | +210.2% | -211.5% | -7.4% |
| 3Y | +19.5% | +231.8% | -212.3% | +11.0% |
| 5Y | +3.1% | +319.8% | -316.7% | -8.8% |
| All | +9.7% | +298.2% | -288.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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