+132.3%
HON vs RVTY
+145.6%
-13.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.8% |
| 7D | -3.5% | -4.5% | +1.1% | -2.1% |
| 30D | -13.8% | +5.5% | -19.2% | -15.4% |
| 3M | -11.7% | +22.5% | -34.2% | -17.6% |
| 6M | -18.7% | +38.9% | -57.6% | -27.5% |
| YTD | +0.2% | +28.7% | -28.5% | -9.0% |
| 1Y | -3.1% | +45.5% | -48.5% | -15.9% |
| 3Y | +17.0% | +16.4% | +0.6% | +5.4% |
| 5Y | +2.0% | -32.7% | +34.8% | +10.1% |
| All | +132.3% | +145.6% | -13.3% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling