+132.1%
HON vs DRI
+348.7%
-216.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -2.6% | -4.8% | +2.2% | -1.0% |
| 30D | -11.9% | -5.2% | -6.7% | -10.4% |
| 3M | -6.1% | +2.7% | -8.8% | -7.2% |
| 6M | -19.2% | +3.6% | -22.8% | -20.5% |
| YTD | +0.2% | +15.4% | -15.3% | -5.3% |
| 1Y | -1.5% | +1.3% | -2.7% | -2.9% |
| 3Y | +17.9% | +53.1% | -35.2% | -0.4% |
| 5Y | +1.9% | +64.6% | -62.6% | -17.4% |
| All | +132.1% | +348.7% | -216.6% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling