+3.1%
HON vs ROP
-16.4%
+19.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.1% |
| 7D | -0.6% | -6.1% | +5.6% | +1.8% |
| 30D | -15.4% | -3.4% | -12.0% | -14.4% |
| 3M | -9.1% | +16.7% | -25.8% | -15.3% |
| 6M | -17.1% | +8.1% | -25.1% | -20.4% |
| YTD | +1.5% | -11.7% | +13.2% | +6.7% |
| 1Y | -1.3% | -24.2% | +22.9% | +11.9% |
| 3Y | +19.5% | -19.0% | +38.5% | +29.4% |
| 5Y | +3.1% | -15.9% | +18.9% | +4.7% |
| All | +3.1% | -16.4% | +19.5% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling