+5,596.8%
HON vs ROL
+8,798.6%
-3,201.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | +0.3% |
| 7D | -0.8% | -3.4% | +2.6% | +0.4% |
| 30D | -15.2% | -6.9% | -8.2% | -13.0% |
| 3M | -6.0% | -24.6% | +18.6% | +3.3% |
| 6M | -14.9% | -39.5% | +24.6% | +0.9% |
| YTD | +3.2% | -41.1% | +44.3% | +23.1% |
| 1Y | 0.0% | -37.9% | +38.0% | +16.7% |
| 3Y | +21.5% | +0.8% | +20.7% | +17.4% |
| 5Y | +4.0% | -4.7% | +8.7% | +0.7% |
| 10Y | +138.4% | +207.9% | -69.5% | +45.4% |
| All | +5,596.8% | +8,798.6% | -3,201.8% | +1,067.0% |
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 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