+21.5%
HON vs ROP
-18.5%
+40.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.1% |
| 7D | -0.8% | -5.4% | +4.6% | +0.6% |
| 30D | -15.2% | -1.6% | -13.5% | -14.9% |
| 3M | -6.0% | +18.8% | -24.8% | -11.2% |
| 6M | -14.9% | +8.2% | -23.1% | -17.3% |
| YTD | +3.2% | -10.5% | +13.6% | +8.2% |
| 1Y | 0.0% | -23.7% | +23.8% | +13.1% |
| 3Y | +21.5% | -17.9% | +39.3% | +28.2% |
| All | +21.5% | -18.5% | +40.0% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling