+5,596.8%
HON vs ROK
+15,675.2%
-10,078.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | -0.8% | +2.8% | -3.6% | -2.1% |
| 30D | -15.2% | -2.4% | -12.8% | -14.3% |
| 3M | -6.0% | -4.7% | -1.3% | -4.4% |
| 6M | -14.9% | +16.8% | -31.6% | -21.5% |
| YTD | +3.2% | +11.4% | -8.2% | -3.2% |
| 1Y | 0.0% | +26.2% | -26.1% | -11.6% |
| 3Y | +21.5% | +51.9% | -30.4% | -5.7% |
| 5Y | +4.0% | +46.4% | -42.3% | -20.4% |
| 10Y | +138.4% | +343.5% | -205.2% | +5.4% |
| All | +5,596.8% | +15,675.2% | -10,078.4% | +512.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling