+132.3%
HON vs ROK
+357.9%
-225.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.7% |
| 7D | -3.5% | -1.2% | -2.2% | -2.9% |
| 30D | -13.8% | -4.8% | -9.0% | -11.9% |
| 3M | -11.7% | -6.1% | -5.6% | -9.7% |
| 6M | -18.7% | +15.5% | -34.2% | -24.7% |
| YTD | +0.2% | +11.2% | -10.9% | -5.9% |
| 1Y | -3.1% | +23.8% | -26.9% | -13.7% |
| 3Y | +17.0% | +53.1% | -36.1% | -10.1% |
| 5Y | +2.0% | +48.3% | -46.3% | -22.9% |
| All | +132.3% | +357.9% | -225.6% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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