-1.5%
HON vs DRI
+1.2%
-2.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -2.6% | -4.8% | +2.2% | -1.4% |
| 30D | -11.9% | -5.2% | -6.7% | -10.7% |
| 3M | -6.1% | +2.7% | -8.8% | -7.0% |
| 6M | -19.2% | +3.6% | -22.8% | -20.3% |
| YTD | +0.2% | +15.4% | -15.3% | -4.2% |
| 1Y | -1.5% | +1.3% | -2.7% | -5.0% |
| All | -1.5% | +1.2% | -2.7% | -5.0% |
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 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