+5,596.8%
HON vs ROST
+69,765.8%
-64,169.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -0.8% | 0.0% | -0.9% | -0.8% |
| 30D | -15.2% | -10.2% | -5.0% | -13.3% |
| 3M | -6.0% | +1.0% | -7.0% | -6.4% |
| 6M | -14.9% | +8.7% | -23.6% | -16.7% |
| YTD | +3.2% | +27.8% | -24.7% | -2.5% |
| 1Y | 0.0% | +52.7% | -52.6% | -9.0% |
| 3Y | +21.5% | +97.5% | -76.0% | +3.9% |
| 5Y | +4.0% | +111.6% | -107.5% | -13.8% |
| 10Y | +138.4% | +302.2% | -163.8% | +72.6% |
| All | +5,596.8% | +69,765.8% | -64,169.0% | +1,939.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling