+160.9%
HON vs GDDY
+390.3%
-229.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | -3.5% | -3.2% | -0.3% | -3.0% |
| 30D | -13.8% | +6.8% | -20.6% | -15.2% |
| 3M | -11.7% | +30.5% | -42.1% | -17.3% |
| 6M | -18.7% | +13.3% | -32.1% | -22.2% |
| YTD | +0.2% | -21.0% | +21.2% | +3.0% |
| 1Y | -3.1% | -34.0% | +30.9% | +3.6% |
| 3Y | +17.0% | +33.1% | -16.1% | +5.8% |
| 5Y | +2.0% | +30.3% | -28.3% | -8.8% |
| 10Y | +135.4% | +205.5% | -70.1% | +82.2% |
| All | +160.9% | +390.3% | -229.5% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling