+4.7%
HON vs DRI
+71.2%
-66.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | 0.0% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | -15.2% | -0.4% | -14.8% | -15.2% |
| 3M | -6.0% | +9.5% | -15.5% | -9.1% |
| 6M | -14.9% | +6.5% | -21.3% | -17.1% |
| YTD | +3.2% | +18.4% | -15.3% | -3.4% |
| 1Y | 0.0% | +4.2% | -4.2% | -2.4% |
| 3Y | +21.5% | +57.1% | -35.6% | +1.7% |
| All | +4.7% | +71.2% | -66.5% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling