+40.1%
HON vs DT
+100.3%
-60.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -3.5% | -1.6% | -1.9% | -3.2% |
| 30D | -13.8% | +3.0% | -16.8% | -14.2% |
| 3M | -11.7% | +26.5% | -38.2% | -15.2% |
| 6M | -18.7% | +35.9% | -54.7% | -23.4% |
| YTD | +0.2% | +17.8% | -17.6% | -3.6% |
| 1Y | -3.1% | +4.1% | -7.1% | -4.8% |
| 3Y | +17.0% | +5.3% | +11.7% | +13.0% |
| 5Y | +2.0% | -27.2% | +29.2% | +1.4% |
| All | +40.1% | +100.3% | -60.2% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling