-3.1%
HON vs DG
+19.2%
-22.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -3.5% | -6.5% | +3.0% | -2.8% |
| 30D | -13.8% | +4.2% | -17.9% | -14.1% |
| 3M | -11.7% | +9.5% | -21.2% | -12.7% |
| 6M | -18.7% | -13.1% | -5.6% | -18.4% |
| YTD | +0.2% | -4.8% | +5.1% | +0.2% |
| 1Y | -3.1% | +20.6% | -23.7% | -4.5% |
| All | -3.1% | +19.2% | -22.2% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling