+82.6%
HON vs DBX
+16.6%
+66.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | -0.2% |
| 7D | -0.8% | -1.3% | +0.5% | -0.6% |
| 30D | -15.2% | -2.9% | -12.3% | -14.8% |
| 3M | -6.0% | +23.8% | -29.8% | -9.8% |
| 6M | -14.9% | +26.2% | -41.1% | -19.2% |
| YTD | +3.2% | +21.6% | -18.5% | -1.4% |
| 1Y | 0.0% | +11.4% | -11.4% | -3.1% |
| 3Y | +21.5% | +21.3% | +0.2% | +13.3% |
| 5Y | +4.0% | +6.7% | -2.6% | -2.7% |
| All | +82.6% | +16.6% | +66.0% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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