+5,596.8%
HON vs ROST
+69,900.9%
-64,304.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -0.8% | +0.2% | -1.1% | -0.9% |
| 30D | -15.2% | -10.0% | -5.2% | -13.3% |
| 3M | -6.0% | +1.2% | -7.2% | -6.4% |
| 6M | -14.9% | +8.9% | -23.8% | -16.8% |
| YTD | +3.2% | +28.1% | -24.9% | -2.6% |
| 1Y | 0.0% | +53.0% | -52.9% | -9.1% |
| 3Y | +21.5% | +97.9% | -76.4% | +3.9% |
| 5Y | +4.0% | +112.0% | -107.9% | -13.8% |
| 10Y | +138.4% | +303.0% | -164.6% | +72.5% |
| All | +5,596.8% | +69,900.9% | -64,304.0% | +1,938.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ROST 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling