+6,005.0%
HON vs DD
+1,141.0%
+4,864.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.4% | +5.0% | -3.5% | -0.8% |
| 30D | +7.5% | +19.7% | -12.2% | -1.1% |
| 3M | -4.3% | +7.2% | -11.5% | -7.6% |
| 6M | -1.5% | +1.0% | -2.6% | -2.5% |
| YTD | +10.5% | +29.1% | -18.6% | -2.9% |
| 1Y | +8.5% | +28.5% | -19.9% | -4.6% |
| 3Y | +28.0% | +89.4% | -61.4% | -9.0% |
| 5Y | +12.0% | +67.1% | -55.1% | -17.4% |
| 10Y | +155.4% | +97.5% | +57.8% | +62.2% |
| All | +6,005.0% | +1,141.0% | +4,864.0% | +1,440.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling