+132.3%
HON vs DD
+66.6%
+65.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | -3.5% | -3.5% | 0.0% | -1.9% |
| 30D | -13.8% | -11.7% | -2.1% | -8.9% |
| 3M | -11.7% | -9.2% | -2.4% | -8.0% |
| 6M | -18.7% | -7.2% | -11.5% | -16.6% |
| YTD | +0.2% | +6.6% | -6.4% | -3.8% |
| 1Y | -3.1% | +32.0% | -35.1% | -16.2% |
| 3Y | +17.0% | +42.1% | -25.2% | -5.7% |
| 5Y | +2.0% | +58.1% | -56.0% | -24.0% |
| All | +132.3% | +66.6% | +65.7% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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