+132.1%
HON vs ROL
+210.1%
-78.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -2.6% | -3.2% | +0.6% | -1.5% |
| 30D | -11.9% | -6.6% | -5.3% | -9.8% |
| 3M | -6.1% | -27.3% | +21.2% | +4.3% |
| 6M | -19.2% | -38.1% | +18.9% | -5.2% |
| YTD | +0.2% | -41.8% | +41.9% | +19.7% |
| 1Y | -1.5% | -37.8% | +36.3% | +14.5% |
| 3Y | +17.9% | -0.3% | +18.3% | +13.0% |
| 5Y | +1.9% | -5.1% | +7.0% | -2.5% |
| All | +132.1% | +210.1% | -78.0% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling