-100.0%
DFNS vs HON
+66.1%
-166.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -6.0% | +1.4% | -7.4% | -5.6% |
| 30D | -71.2% | +7.5% | -78.7% | -70.4% |
| 3M | -94.5% | -4.3% | -90.2% | -94.7% |
| 6M | -96.5% | -1.5% | -95.0% | -96.5% |
| YTD | -99.6% | +10.5% | -110.2% | -99.6% |
| 1Y | -99.7% | +8.5% | -108.2% | -99.7% |
| 3Y | -100.0% | +28.0% | -128.0% | -100.0% |
| 5Y | -100.0% | +12.0% | -112.0% | -100.0% |
| All | -100.0% | +66.1% | -166.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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