+1,872.7%
HON vs DVA
+5,166.5%
-3,293.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.8% |
| 7D | -0.6% | +2.0% | -2.6% | -0.9% |
| 30D | -15.4% | -0.4% | -15.0% | -15.3% |
| 3M | -9.1% | -7.7% | -1.5% | -8.3% |
| 6M | -17.1% | +20.0% | -37.0% | -20.1% |
| YTD | +1.5% | +61.1% | -59.6% | -7.1% |
| 1Y | -1.3% | +33.9% | -35.2% | -7.1% |
| 3Y | +19.5% | +91.5% | -72.0% | +4.8% |
| 5Y | +3.1% | +41.8% | -38.7% | -7.3% |
| 10Y | +138.4% | +187.5% | -49.2% | +88.4% |
| All | +1,872.7% | +5,166.5% | -3,293.8% | +973.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling