-3.1%
HON vs GFS
+47.5%
-50.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | -3.5% | +3.8% | -7.3% | -3.8% |
| 30D | -13.8% | -11.7% | -2.0% | -12.9% |
| 3M | -11.7% | -41.8% | +30.1% | -8.2% |
| 6M | -18.7% | +6.6% | -25.4% | -20.2% |
| YTD | +0.2% | +34.6% | -34.4% | -4.7% |
| 1Y | -3.1% | +46.2% | -49.2% | -9.3% |
| All | -3.1% | +47.5% | -50.6% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling