+155.6%
GS vs HON
+11.9%
+143.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +5.9% | +1.4% | +4.4% | +5.0% |
| 30D | +4.3% | +7.5% | -3.2% | +0.2% |
| 3M | -11.7% | -4.3% | -7.3% | -9.5% |
| 6M | -3.2% | -1.5% | -1.6% | -3.7% |
| YTD | +5.8% | +10.5% | -4.7% | -2.8% |
| 1Y | +16.0% | +8.5% | +7.5% | +7.8% |
| 3Y | +199.8% | +28.0% | +171.7% | +141.4% |
| All | +155.6% | +11.9% | +143.7% | +118.4% |
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