+6,005.0%
HON vs ROL
+9,850.6%
-3,845.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.0% |
| 7D | +1.4% | +3.0% | -1.6% | +0.4% |
| 30D | +7.5% | +19.8% | -12.3% | +0.7% |
| 3M | -4.3% | +7.9% | -12.2% | -7.4% |
| 6M | -1.5% | -25.6% | +24.1% | +8.0% |
| YTD | +10.5% | -34.1% | +44.7% | +26.2% |
| 1Y | +8.5% | -31.4% | +39.9% | +21.9% |
| 3Y | +28.0% | +4.7% | +23.4% | +21.9% |
| 5Y | +12.0% | +15.6% | -3.6% | +1.1% |
| 10Y | +155.4% | +220.6% | -65.2% | +53.1% |
| All | +6,005.0% | +9,850.6% | -3,845.6% | +1,096.4% |
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