+22.6%
HON vs ROIV
+287.3%
-264.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.6% | -0.5% | +3.8% |
| 7D | +2.3% | +13.3% | -11.0% | +1.6% |
| 30D | +10.2% | +14.8% | -4.5% | +9.4% |
| 3M | -6.7% | +11.9% | -18.6% | -7.4% |
| 6M | +3.3% | +42.4% | -39.1% | +1.0% |
| YTD | +13.4% | +87.4% | -74.0% | +9.2% |
| 1Y | +14.7% | +97.2% | -82.5% | +10.1% |
| 3Y | +33.4% | +375.7% | -342.3% | +22.7% |
| 5Y | +12.7% | +379.0% | -366.3% | -1.7% |
| All | +22.6% | +287.3% | -264.7% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling