+972.0%
HON vs DLR
+3,617.4%
-2,645.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | -0.8% | +3.4% | -4.2% | -1.9% |
| 30D | -15.2% | -2.2% | -12.9% | -14.6% |
| 3M | -6.0% | +4.7% | -10.7% | -7.8% |
| 6M | -14.9% | +9.0% | -23.9% | -17.6% |
| YTD | +3.2% | +24.1% | -21.0% | -4.3% |
| 1Y | 0.0% | +20.9% | -20.9% | -6.9% |
| 3Y | +21.5% | +60.0% | -38.6% | +0.9% |
| 5Y | +4.0% | +35.3% | -31.2% | -10.9% |
| 10Y | +138.4% | +165.8% | -27.4% | +55.8% |
| All | +972.0% | +3,617.4% | -2,645.5% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DLR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling