+1,088.0%
HON vs DGX
+8,778.1%
-7,690.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -3.5% | -0.9% | -2.6% | -3.2% |
| 30D | -13.8% | -1.2% | -12.6% | -13.5% |
| 3M | -11.7% | +15.8% | -27.4% | -15.0% |
| 6M | -18.7% | +18.2% | -36.9% | -22.3% |
| YTD | +0.2% | +37.2% | -37.0% | -8.0% |
| 1Y | -3.1% | +30.4% | -33.4% | -9.9% |
| 3Y | +17.0% | +96.7% | -79.7% | -3.0% |
| 5Y | +2.0% | +67.2% | -65.1% | -12.5% |
| 10Y | +135.4% | +253.9% | -118.6% | +65.0% |
| All | +1,088.0% | +8,778.1% | -7,690.2% | +413.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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