+13.1%
HON vs DRI
+34.0%
-20.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.7% |
| 7D | +4.2% | +6.5% | -2.3% | +2.6% |
| 30D | +6.7% | +16.4% | -9.7% | +2.7% |
| 3M | -7.9% | +13.6% | -21.5% | -11.4% |
| 6M | +4.8% | +22.0% | -17.2% | -1.1% |
| YTD | +13.2% | +29.3% | -16.1% | +3.4% |
| 1Y | +13.1% | +32.0% | -19.0% | +2.4% |
| All | +13.1% | +34.0% | -20.9% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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