+1.9%
HON vs DT
-27.8%
+29.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.6% |
| 7D | -2.6% | -2.5% | -0.1% | -2.3% |
| 30D | -11.9% | +3.5% | -15.4% | -12.3% |
| 3M | -6.1% | +26.7% | -32.8% | -9.2% |
| 6M | -19.2% | +36.1% | -55.3% | -23.0% |
| YTD | +0.2% | +18.6% | -18.5% | -2.9% |
| 1Y | -1.5% | +7.9% | -9.4% | -3.2% |
| 3Y | +17.9% | +8.6% | +9.4% | +14.4% |
| 5Y | +1.9% | -26.7% | +28.6% | -2.2% |
| All | +1.9% | -27.8% | +29.8% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling