+18.5%
HON vs DT
+6.3%
+12.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -0.6% | -0.5% | 0.0% | -0.5% |
| 30D | -15.4% | +0.1% | -15.4% | -15.4% |
| 3M | -9.1% | +24.1% | -33.2% | -11.4% |
| 6M | -17.1% | +30.1% | -47.2% | -19.7% |
| YTD | +1.5% | +16.8% | -15.2% | -0.2% |
| 1Y | -1.3% | -0.1% | -1.2% | -0.1% |
| All | +18.5% | +6.3% | +12.2% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling