+5,596.8%
HON vs GAP
+2,253.0%
+3,343.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -0.8% | +1.7% | -2.6% | -1.2% |
| 30D | -15.2% | +9.3% | -24.5% | -17.0% |
| 3M | -6.0% | +6.1% | -12.1% | -7.5% |
| 6M | -14.9% | -2.3% | -12.6% | -15.5% |
| YTD | +3.2% | -10.6% | +13.7% | +4.0% |
| 1Y | 0.0% | -4.4% | +4.5% | -1.1% |
| 3Y | +21.5% | +118.3% | -96.8% | -7.7% |
| 5Y | +4.0% | +12.2% | -8.2% | -13.6% |
| 10Y | +138.4% | +33.7% | +104.6% | +64.1% |
| All | +5,596.8% | +2,253.0% | +3,343.8% | +1,612.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling