+156.3%
HON vs DECK
+874.1%
-717.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | +0.8% | +5.8% | -5.0% | -0.4% |
| 30D | +5.7% | +7.9% | -2.1% | +3.9% |
| 3M | -8.3% | -11.4% | +3.1% | -6.2% |
| 6M | -2.4% | -16.6% | +14.1% | +0.9% |
| YTD | +9.0% | -16.4% | +25.4% | +11.8% |
| 1Y | +9.2% | +8.6% | +0.6% | +5.7% |
| 3Y | +26.3% | -15.1% | +41.4% | +21.0% |
| 5Y | +9.1% | +22.9% | -13.7% | -7.7% |
| All | +156.3% | +874.1% | -717.7% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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