+155.8%
HON vs ROP
+185.2%
-29.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.4% |
| 7D | +1.4% | +0.7% | +0.7% | +1.0% |
| 30D | +7.5% | +28.8% | -21.3% | -6.7% |
| 3M | -4.3% | +21.1% | -25.4% | -14.5% |
| 6M | -1.5% | +52.5% | -54.1% | -23.6% |
| YTD | +10.5% | +8.9% | +1.7% | +3.1% |
| 1Y | +8.5% | +8.2% | +0.3% | +1.6% |
| 3Y | +28.0% | -5.2% | +33.2% | +27.8% |
| 5Y | +12.0% | +1.7% | +10.3% | +5.1% |
| All | +155.8% | +185.2% | -29.4% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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