+16.9%
HON vs RVMD
+536.1%
-519.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -1.2% |
| 7D | -2.6% | -3.6% | +0.9% | -2.4% |
| 30D | -11.9% | -1.1% | -10.8% | -11.8% |
| 3M | -6.1% | +41.0% | -47.1% | -8.2% |
| 6M | -19.2% | +105.7% | -124.9% | -23.2% |
| YTD | +0.2% | +155.3% | -155.2% | -6.8% |
| 1Y | -1.5% | +402.7% | -404.2% | -14.2% |
| All | +16.9% | +536.1% | -519.2% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling