+6,127.6%
HON vs ROL
+9,745.6%
-3,618.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.4% | +0.8% | -1.1% | -0.7% |
| 30D | +8.6% | +20.6% | -12.0% | +1.4% |
| 3M | -0.8% | +4.5% | -5.3% | -2.8% |
| 6M | -0.1% | -26.5% | +26.4% | +10.1% |
| YTD | +12.8% | -34.8% | +47.6% | +29.2% |
| 1Y | +10.4% | -33.2% | +43.6% | +25.2% |
| 3Y | +30.5% | +4.5% | +26.0% | +24.3% |
| 5Y | +15.0% | +15.5% | -0.6% | +3.8% |
| 10Y | +160.5% | +217.2% | -56.7% | +56.7% |
| All | +6,127.6% | +9,745.6% | -3,618.1% | +1,125.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling