+18.5%
HON vs DRI
+54.2%
-35.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.1% |
| 7D | -0.6% | -4.8% | +4.3% | +0.9% |
| 30D | -15.4% | -3.9% | -11.5% | -14.5% |
| 3M | -9.1% | +5.1% | -14.2% | -10.7% |
| 6M | -17.1% | +5.5% | -22.6% | -18.7% |
| YTD | +1.5% | +16.5% | -15.0% | -3.7% |
| 1Y | -1.3% | +2.0% | -3.3% | -2.8% |
| All | +18.5% | +54.2% | -35.7% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling