-99.9%
DFNS vs HON
+56.0%
-155.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.9% |
| 7D | -16.0% | -3.6% | -12.4% | -17.3% |
| 30D | -77.7% | -15.3% | -62.4% | -79.2% |
| 3M | -77.2% | -7.9% | -69.3% | -77.6% |
| 6M | -95.2% | -18.1% | -77.1% | -95.5% |
| YTD | -98.0% | +3.8% | -101.8% | -97.9% |
| 1Y | -98.3% | +0.5% | -98.8% | -98.2% |
| 3Y | -99.9% | +19.8% | -119.6% | -99.9% |
| 5Y | -99.9% | +2.9% | -102.8% | -99.9% |
| All | -99.9% | +56.0% | -155.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling