+132.3%
HON vs ROST
+317.9%
-185.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.8% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | -13.8% | -6.9% | -6.9% | -11.6% |
| 3M | -11.7% | -3.3% | -8.4% | -11.0% |
| 6M | -18.7% | +9.0% | -27.8% | -22.0% |
| YTD | +0.2% | +28.9% | -28.6% | -10.0% |
| 1Y | -3.1% | +54.0% | -57.0% | -18.9% |
| 3Y | +17.0% | +100.7% | -83.7% | -13.3% |
| 5Y | +2.0% | +116.0% | -114.0% | -29.2% |
| All | +132.3% | +317.9% | -185.6% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling