+6,005.0%
HON vs ROST
+70,624.3%
-64,619.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | +1.4% | +0.3% | +1.2% | +1.4% |
| 30D | +7.5% | +0.5% | +7.0% | +7.4% |
| 3M | -4.3% | -5.2% | +0.9% | -3.4% |
| 6M | -1.5% | +9.8% | -11.4% | -3.9% |
| YTD | +10.5% | +29.4% | -18.8% | +4.1% |
| 1Y | +8.5% | +44.4% | -35.8% | -0.2% |
| 3Y | +28.0% | +95.0% | -67.0% | +9.8% |
| 5Y | +12.0% | +111.9% | -99.8% | -7.2% |
| 10Y | +155.4% | +301.2% | -145.9% | +84.8% |
| All | +6,005.0% | +70,624.3% | -64,619.4% | +2,078.4% |
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