+3,735.8%
HON vs ROP
+30,173.0%
-26,437.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | +7.5% | +28.8% | -21.3% | -1.5% |
| 3M | -4.3% | +21.1% | -25.4% | -10.8% |
| 6M | -1.5% | +52.5% | -54.1% | -15.5% |
| YTD | +10.5% | +8.9% | +1.7% | +5.5% |
| 1Y | +8.5% | +8.2% | +0.3% | +3.8% |
| 3Y | +28.0% | -5.2% | +33.2% | +27.4% |
| 5Y | +12.0% | +1.7% | +10.3% | +8.4% |
| 10Y | +155.4% | +185.4% | -30.0% | +78.9% |
| All | +3,735.8% | +30,173.0% | -26,437.2% | +1,143.2% |
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 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