+12.2%
HON vs DRI
+78.5%
-66.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | +7.8% | +10.8% | -3.1% | +4.2% |
| 3M | -4.8% | +0.9% | -5.7% | -5.3% |
| 6M | -1.7% | +16.3% | -18.0% | -7.1% |
| YTD | +10.7% | +27.8% | -17.1% | +0.8% |
| 1Y | +7.8% | +33.9% | -26.1% | -3.5% |
| 3Y | +28.1% | +67.2% | -39.1% | +4.6% |
| 5Y | +12.2% | +79.0% | -66.8% | -12.1% |
| All | +12.2% | +78.5% | -66.4% | -12.1% |
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