-99.9%
DFNS vs HON
+50.5%
-150.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.1% |
| 7D | -3.3% | -2.6% | -0.7% | -4.3% |
| 30D | -73.1% | -11.9% | -61.2% | -74.5% |
| 3M | -71.4% | -6.1% | -65.3% | -71.6% |
| 6M | -93.8% | -19.2% | -74.7% | -94.3% |
| YTD | -98.0% | +0.2% | -98.2% | -98.0% |
| 1Y | -98.2% | -1.5% | -96.7% | -98.1% |
| 3Y | -99.9% | +17.9% | -117.8% | -99.9% |
| 5Y | -99.9% | +1.9% | -101.8% | -99.9% |
| All | -99.9% | +50.5% | -150.4% | -99.9% |
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