+5,506.3%
HON vs DE
+14,495.7%
-8,989.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -0.6% | -3.0% | +2.5% | +0.7% |
| 30D | -15.4% | +11.1% | -26.5% | -19.3% |
| 3M | -9.1% | +17.6% | -26.7% | -15.6% |
| 6M | -17.1% | +13.6% | -30.6% | -22.3% |
| YTD | +1.5% | +46.3% | -44.7% | -14.7% |
| 1Y | -1.3% | +44.2% | -45.5% | -16.7% |
| 3Y | +19.5% | +76.6% | -57.0% | -9.2% |
| 5Y | +3.1% | +98.2% | -95.2% | -27.7% |
| 10Y | +138.4% | +863.5% | -725.1% | -15.4% |
| All | +5,506.3% | +14,495.7% | -8,989.5% | +611.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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