-3.1%
HON vs GAP
-7.6%
+4.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.4% |
| 7D | -3.5% | -4.1% | +0.6% | -2.8% |
| 30D | -13.8% | +6.2% | -20.0% | -14.7% |
| 3M | -11.7% | -0.7% | -11.0% | -11.9% |
| 6M | -18.7% | -7.1% | -11.6% | -18.7% |
| YTD | +0.2% | -14.1% | +14.3% | +1.2% |
| 1Y | -3.1% | -8.5% | +5.4% | -5.4% |
| All | -3.1% | -7.6% | +4.6% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling