+23.9%
HON vs DOC
+43.2%
-19.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.5% |
| 7D | -2.9% | +6.2% | -9.1% | -4.2% |
| 30D | +1.4% | +6.5% | -5.1% | -0.2% |
| 3M | -12.8% | -6.2% | -6.5% | -11.5% |
| 6M | -0.7% | +25.6% | -26.3% | -6.7% |
| YTD | +6.9% | +32.1% | -25.2% | -0.9% |
| 1Y | +6.5% | +20.3% | -13.8% | +1.0% |
| All | +23.9% | +43.2% | -19.3% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling