+132.3%
HON vs DVA
+187.8%
-55.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.5% | -1.3% | -2.1% | -3.2% |
| 30D | -13.8% | 0.0% | -13.8% | -13.8% |
| 3M | -11.7% | -10.9% | -0.7% | -10.0% |
| 6M | -18.7% | +17.3% | -36.0% | -22.5% |
| YTD | +0.2% | +59.8% | -59.6% | -11.4% |
| 1Y | -3.1% | +36.3% | -39.3% | -11.3% |
| 3Y | +17.0% | +88.6% | -71.6% | -2.8% |
| 5Y | +2.0% | +47.5% | -45.5% | -12.0% |
| All | +132.3% | +187.8% | -55.5% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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