+5,506.3%
HON vs RRX
+3,824.6%
+1,681.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.8% |
| 7D | -0.6% | -0.7% | +0.2% | -0.3% |
| 30D | -15.4% | -8.0% | -7.4% | -13.2% |
| 3M | -9.1% | -25.1% | +15.9% | -1.7% |
| 6M | -17.1% | -18.3% | +1.2% | -13.9% |
| YTD | +1.5% | +14.2% | -12.6% | -6.0% |
| 1Y | -1.3% | +13.0% | -14.4% | -9.0% |
| 3Y | +19.5% | +4.2% | +15.4% | +7.1% |
| 5Y | +3.1% | +17.9% | -14.8% | -13.9% |
| 10Y | +138.4% | +220.4% | -82.1% | +40.0% |
| All | +5,506.3% | +3,824.6% | +1,681.7% | +2,399.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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