+132.3%
HON vs DG
+101.8%
+30.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -3.5% | -6.5% | +3.0% | -2.5% |
| 30D | -13.8% | +4.2% | -17.9% | -14.3% |
| 3M | -11.7% | +9.5% | -21.2% | -13.1% |
| 6M | -18.7% | -13.1% | -5.6% | -17.4% |
| YTD | +0.2% | -4.8% | +5.1% | +0.4% |
| 1Y | -3.1% | +20.6% | -23.7% | -6.6% |
| 3Y | +17.0% | +4.9% | +12.0% | +11.6% |
| 5Y | +2.0% | -37.9% | +39.9% | +8.6% |
| All | +132.3% | +101.8% | +30.5% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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