+5.9%
HON vs GEHC
+2.1%
+3.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -3.5% | -7.2% | +3.7% | -1.9% |
| 30D | -13.8% | -11.6% | -2.2% | -11.5% |
| 3M | -11.7% | -0.8% | -10.8% | -12.0% |
| 6M | -18.7% | -11.9% | -6.8% | -17.0% |
| YTD | +0.2% | -21.9% | +22.2% | +5.1% |
| 1Y | -3.1% | -17.8% | +14.8% | +0.2% |
| 3Y | +17.0% | -3.5% | +20.5% | +15.2% |
| All | +5.9% | +2.1% | +3.8% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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