+1.9%
HON vs ROK
+44.8%
-42.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -2.6% | -1.6% | -1.0% | -2.1% |
| 30D | -11.9% | -5.4% | -6.4% | -10.2% |
| 3M | -6.1% | -4.0% | -2.1% | -5.2% |
| 6M | -19.2% | +13.3% | -32.5% | -23.1% |
| YTD | +0.2% | +9.3% | -9.2% | -3.8% |
| 1Y | -1.5% | +25.8% | -27.3% | -10.1% |
| 3Y | +17.9% | +49.1% | -31.2% | -1.7% |
| 5Y | +1.9% | +45.9% | -43.9% | -16.7% |
| All | +1.9% | +44.8% | -42.8% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling