+139.3%
GS vs HON
+8.3%
+131.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.3% | -1.5% |
| 7D | -3.2% | +0.8% | -4.0% | -3.6% |
| 30D | -2.4% | +5.7% | -8.1% | -5.4% |
| 3M | -15.7% | -8.3% | -7.4% | -11.8% |
| 6M | -6.8% | -2.4% | -4.3% | -6.9% |
| YTD | -0.1% | +9.0% | -9.1% | -7.4% |
| 1Y | +12.1% | +9.2% | +2.9% | +3.6% |
| 3Y | +185.8% | +26.3% | +159.5% | +132.1% |
| All | +139.3% | +8.3% | +131.1% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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