+132.1%
HON vs DLR
+172.7%
-40.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -0.8% |
| 7D | -2.6% | -1.3% | -1.3% | -2.3% |
| 30D | -11.9% | -2.9% | -9.0% | -11.1% |
| 3M | -6.1% | +3.2% | -9.3% | -7.3% |
| 6M | -19.2% | +3.9% | -23.1% | -20.4% |
| YTD | +0.2% | +21.4% | -21.3% | -5.8% |
| 1Y | -1.5% | +9.7% | -11.2% | -4.8% |
| 3Y | +17.9% | +56.5% | -38.6% | -0.1% |
| 5Y | +1.9% | +41.5% | -39.6% | -12.7% |
| All | +132.1% | +172.7% | -40.6% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling