+32.2%
HON vs RVMD
+636.2%
-604.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -0.6% | -0.7% | +0.2% | -0.5% |
| 30D | -15.4% | +0.3% | -15.7% | -15.4% |
| 3M | -9.1% | +38.9% | -48.0% | -12.2% |
| 6M | -17.1% | +108.1% | -125.2% | -23.7% |
| YTD | +1.5% | +160.7% | -159.2% | -9.5% |
| 1Y | -1.3% | +407.3% | -408.6% | -18.6% |
| 3Y | +19.5% | +546.6% | -527.0% | -6.8% |
| 5Y | +3.1% | +579.8% | -576.7% | -23.7% |
| All | +32.2% | +636.2% | -604.0% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling