+1.5%
HON vs DD
+56.1%
-54.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | -3.5% | -3.5% | 0.0% | -2.2% |
| 30D | -13.8% | -11.7% | -2.1% | -9.7% |
| 3M | -11.7% | -9.2% | -2.4% | -8.5% |
| 6M | -18.7% | -7.2% | -11.5% | -16.9% |
| YTD | +0.2% | +6.6% | -6.4% | -3.0% |
| 1Y | -3.1% | +32.0% | -35.1% | -14.1% |
| 3Y | +17.0% | +42.1% | -25.2% | -2.6% |
| All | +1.5% | +56.1% | -54.6% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling