-1.5%
HON vs DLR
+14.5%
-16.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.2% |
| 3M | -6.1% | +3.2% | -9.3% | -6.9% |
| 6M | -19.2% | +3.9% | -23.1% | -19.6% |
| YTD | +0.2% | +21.4% | -21.3% | -2.4% |
| 1Y | -1.5% | +9.7% | -11.2% | -3.2% |
| All | -1.5% | +14.5% | -16.0% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling