+720.4%
HON vs DG
+606.1%
+114.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | -3.6% | +8.4% | -12.0% | -5.0% |
| 30D | -15.3% | +4.9% | -20.2% | -16.0% |
| 3M | -7.9% | +29.3% | -37.2% | -12.2% |
| 6M | -18.1% | -11.3% | -6.8% | -16.7% |
| YTD | +3.8% | +1.8% | +2.1% | +2.8% |
| 1Y | +0.5% | +25.3% | -24.8% | -4.6% |
| 3Y | +19.8% | +9.1% | +10.7% | +12.5% |
| 5Y | +2.9% | -34.9% | +37.8% | +7.4% |
| 10Y | +134.6% | +108.2% | +26.5% | +80.9% |
| All | +720.4% | +606.1% | +114.4% | +317.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling