+19.6%
HON vs ROIV
+280.9%
-261.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -1.6% |
| 7D | +3.6% | +9.2% | -5.6% | +3.0% |
| 30D | +7.8% | +19.9% | -12.1% | +6.7% |
| 3M | -4.8% | +10.6% | -15.4% | -5.4% |
| 6M | -1.7% | +36.1% | -37.7% | -3.6% |
| YTD | +10.7% | +84.3% | -73.6% | +6.7% |
| 1Y | +7.8% | +87.6% | -79.8% | +3.7% |
| 3Y | +28.1% | +353.9% | -325.8% | +18.0% |
| 5Y | +12.2% | +376.1% | -363.9% | -2.1% |
| All | +19.6% | +280.9% | -261.2% | +5.9% |
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