+4.0%
HON vs ROIV
+316.9%
-312.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.8% | -19.4% | -1.7% |
| 7D | -0.8% | +20.2% | -21.0% | -1.9% |
| 30D | -15.2% | +14.1% | -29.3% | -15.9% |
| 3M | -6.0% | +45.6% | -51.6% | -8.0% |
| 6M | -14.9% | +44.1% | -59.0% | -16.8% |
| YTD | +3.2% | +91.2% | -88.0% | -0.8% |
| 1Y | 0.0% | +221.3% | -221.3% | -6.3% |
| 3Y | +21.5% | +229.2% | -207.7% | +12.7% |
| 5Y | +4.0% | +316.5% | -312.4% | -9.2% |
| All | +4.0% | +316.9% | -312.8% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling