+2,133.3%
HON vs DRI
+8,063.5%
-5,930.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.4% | +1.1% | +0.4% | +1.1% |
| 30D | +7.5% | +9.7% | -2.2% | +4.4% |
| 3M | -4.3% | +3.2% | -7.5% | -5.6% |
| 6M | -1.5% | +20.6% | -22.1% | -7.5% |
| YTD | +10.5% | +28.3% | -17.7% | +1.5% |
| 1Y | +8.5% | +34.5% | -26.0% | -1.8% |
| 3Y | +28.0% | +66.5% | -38.5% | +6.9% |
| 5Y | +12.0% | +79.6% | -67.6% | -9.8% |
| 10Y | +155.4% | +333.8% | -178.4% | +44.4% |
| All | +2,133.3% | +8,063.5% | -5,930.2% | +447.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling