+1.9%
HON vs GAP
+3.0%
-1.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -2.6% | -6.3% | +3.7% | -1.8% |
| 30D | -11.9% | -0.2% | -11.6% | -12.0% |
| 3M | -6.1% | 0.0% | -6.1% | -6.3% |
| 6M | -19.2% | -8.1% | -11.1% | -18.8% |
| YTD | +0.2% | -16.5% | +16.6% | +1.6% |
| 1Y | -1.5% | -10.5% | +9.0% | -1.3% |
| 3Y | +17.9% | +104.0% | -86.0% | -0.7% |
| 5Y | +1.9% | +6.8% | -4.8% | -10.7% |
| All | +1.9% | +3.0% | -1.1% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling