+5,634.3%
HON vs RVTY
+2,416.7%
+3,217.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -3.6% | +1.1% | -4.7% | -3.9% |
| 30D | -15.3% | +13.2% | -28.5% | -18.4% |
| 3M | -7.9% | +27.2% | -35.1% | -14.4% |
| 6M | -18.1% | +32.4% | -50.5% | -25.0% |
| YTD | +3.8% | +34.9% | -31.0% | -5.9% |
| 1Y | +0.5% | +52.4% | -51.9% | -12.5% |
| 3Y | +19.8% | +12.3% | +7.5% | +10.6% |
| 5Y | +2.9% | -30.8% | +33.7% | +7.0% |
| 10Y | +134.6% | +150.7% | -16.0% | +64.1% |
| All | +5,634.3% | +2,416.7% | +3,217.6% | +1,823.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling