+156.3%
HON vs GD
+190.6%
-34.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.4% |
| 7D | +0.8% | -5.0% | +5.8% | +4.1% |
| 30D | +5.7% | +8.9% | -3.2% | 0.0% |
| 3M | -8.3% | -8.0% | -0.3% | -3.5% |
| 6M | -2.4% | +2.9% | -5.3% | -4.7% |
| YTD | +9.0% | +7.1% | +1.9% | +3.0% |
| 1Y | +9.2% | +5.9% | +3.3% | +3.7% |
| 3Y | +26.3% | +53.9% | -27.5% | -8.3% |
| 5Y | +9.1% | +95.4% | -86.3% | -34.5% |
| All | +156.3% | +190.6% | -34.2% | +23.4% |
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