+3,479.3%
HON vs ROP
+24,791.5%
-21,312.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.3% |
| 7D | -0.8% | -5.4% | +4.6% | +1.0% |
| 30D | -15.2% | -1.6% | -13.5% | -14.8% |
| 3M | -6.0% | +18.8% | -24.8% | -11.8% |
| 6M | -14.9% | +8.2% | -23.1% | -17.9% |
| YTD | +3.2% | -10.5% | +13.6% | +5.5% |
| 1Y | 0.0% | -23.7% | +23.8% | +7.8% |
| 3Y | +21.5% | -17.9% | +39.3% | +27.3% |
| 5Y | +4.0% | -15.3% | +19.4% | +7.4% |
| 10Y | +138.4% | +133.4% | +5.0% | +79.3% |
| All | +3,479.3% | +24,791.5% | -21,312.2% | +1,143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling