+57.1%
HON vs DOW
-15.4%
+72.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -0.8% | -2.9% | +2.1% | +0.1% |
| 30D | -15.2% | +2.0% | -17.1% | -16.1% |
| 3M | -6.0% | -12.5% | +6.6% | -2.5% |
| 6M | -14.9% | -9.2% | -5.7% | -15.0% |
| YTD | +3.2% | +30.8% | -27.6% | -11.7% |
| 1Y | 0.0% | +29.4% | -29.4% | -14.9% |
| 3Y | +21.5% | -34.6% | +56.0% | +32.6% |
| 5Y | +4.0% | -35.9% | +40.0% | +12.4% |
| All | +57.1% | -15.4% | +72.6% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling