+0.5%
HON vs ROL
-35.4%
+35.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.9% |
| 7D | -3.6% | -1.4% | -2.2% | -3.5% |
| 30D | -15.3% | -4.1% | -11.2% | -15.2% |
| 3M | -7.9% | -22.5% | +14.6% | -7.2% |
| 6M | -18.1% | -37.7% | +19.6% | -14.5% |
| YTD | +3.8% | -39.6% | +43.4% | +8.6% |
| 1Y | +0.5% | -36.0% | +36.5% | +4.8% |
| All | +0.5% | -35.4% | +35.9% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling