+12.0%
HON vs DOW
-28.2%
+40.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.4% | +5.2% | -3.8% | +0.2% |
| 30D | +7.5% | +13.2% | -5.7% | +4.2% |
| 3M | -4.3% | +10.1% | -14.4% | -6.9% |
| 6M | -1.5% | -13.1% | +11.5% | +1.4% |
| YTD | +10.5% | +46.1% | -35.6% | -6.2% |
| 1Y | +8.5% | +50.0% | -41.5% | -9.0% |
| 3Y | +28.0% | -20.2% | +48.3% | +29.9% |
| All | +12.0% | -28.2% | +40.2% | +16.3% |
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