+1.9%
HON vs DOW
-36.0%
+37.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.5% |
| 7D | -2.6% | -2.4% | -0.3% | -2.1% |
| 30D | -11.9% | -4.1% | -7.8% | -11.2% |
| 3M | -6.1% | -12.4% | +6.3% | -3.5% |
| 6M | -19.2% | -10.6% | -8.6% | -19.1% |
| YTD | +0.2% | +31.1% | -30.9% | -12.5% |
| 1Y | -1.5% | +30.5% | -32.0% | -14.6% |
| 3Y | +17.9% | -34.4% | +52.3% | +27.3% |
| 5Y | +1.9% | -35.5% | +37.4% | +8.6% |
| All | +1.9% | -36.0% | +37.9% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 5y: compounded portfolio wealth divided by compounded DOW 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…
5y analysis · Full analysis span regression · 6 months rolling