+44.1%
HON vs DT
+97.2%
-53.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.2% |
| 7D | -0.8% | -4.9% | +4.0% | -0.1% |
| 30D | -15.2% | +2.7% | -17.9% | -15.6% |
| 3M | -6.0% | +20.0% | -25.9% | -9.0% |
| 6M | -14.9% | +28.0% | -42.9% | -19.0% |
| YTD | +3.2% | +16.0% | -12.9% | -0.5% |
| 1Y | 0.0% | +0.7% | -0.7% | -1.3% |
| 3Y | +21.5% | +6.2% | +15.3% | +17.2% |
| 5Y | +4.0% | -28.1% | +32.2% | +3.6% |
| All | +44.1% | +97.2% | -53.1% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling