+139.1%
HON vs GD
+188.9%
-49.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.7% | +2.1% |
| 7D | -3.6% | -5.3% | +1.7% | -0.2% |
| 30D | -15.3% | -6.4% | -8.8% | -11.6% |
| 3M | -7.9% | +5.7% | -13.6% | -11.2% |
| 6M | -18.1% | -0.9% | -17.1% | -18.1% |
| YTD | +3.8% | +8.2% | -4.3% | -2.3% |
| 1Y | +0.5% | +13.4% | -12.9% | -8.6% |
| 3Y | +19.8% | +68.5% | -48.7% | -18.7% |
| 5Y | +2.9% | +97.2% | -94.2% | -38.6% |
| All | +139.1% | +188.9% | -49.9% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling