+5,506.3%
HON vs DTE
+3,490.3%
+2,016.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -15.4% | -0.5% | -14.9% | -15.2% |
| 3M | -9.1% | -6.0% | -3.1% | -6.4% |
| 6M | -17.1% | -7.2% | -9.8% | -14.2% |
| YTD | +1.5% | +7.2% | -5.6% | -2.4% |
| 1Y | -1.3% | +4.1% | -5.4% | -3.9% |
| 3Y | +19.5% | +46.9% | -27.3% | -3.3% |
| 5Y | +3.1% | +32.9% | -29.8% | -13.3% |
| 10Y | +138.4% | +144.5% | -6.1% | +43.6% |
| All | +5,506.3% | +3,490.3% | +2,016.0% | +941.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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