+132.3%
HON vs GDDY
+207.2%
-74.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | -3.5% | -3.2% | -0.3% | -2.9% |
| 30D | -13.8% | +6.8% | -20.6% | -15.4% |
| 3M | -11.7% | +30.5% | -42.1% | -18.2% |
| 6M | -18.7% | +13.3% | -32.1% | -22.7% |
| YTD | +0.2% | -21.0% | +21.2% | +3.7% |
| 1Y | -3.1% | -34.0% | +30.9% | +5.0% |
| 3Y | +17.0% | +33.1% | -16.1% | +3.0% |
| 5Y | +2.0% | +30.3% | -28.3% | -11.7% |
| All | +132.3% | +207.2% | -74.9% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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