-99.9%
DFNS vs HON
+4.3%
-104.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -1.1% |
| 7D | +0.8% | -0.8% | +1.6% | +0.3% |
| 30D | -73.2% | -15.2% | -58.1% | -75.5% |
| 3M | -72.4% | -6.0% | -66.5% | -72.7% |
| 6M | -95.2% | -14.9% | -80.3% | -95.5% |
| YTD | -98.0% | +3.2% | -101.1% | -97.9% |
| 1Y | -98.3% | 0.0% | -98.3% | -98.2% |
| 3Y | -99.9% | +21.5% | -121.4% | -99.9% |
| All | -99.9% | +4.3% | -104.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling