+3.8%
HON vs GFS
-2.1%
+5.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.3% |
| 7D | -2.6% | +3.2% | -5.8% | -3.1% |
| 30D | -11.9% | -9.6% | -2.3% | -10.6% |
| 3M | -6.1% | -38.5% | +32.4% | +0.4% |
| 6M | -19.2% | -1.3% | -17.9% | -20.9% |
| YTD | +0.2% | +31.8% | -31.7% | -7.5% |
| 1Y | -1.5% | +44.6% | -46.0% | -10.8% |
| 3Y | +17.9% | -20.6% | +38.6% | +14.9% |
| All | +3.8% | -2.1% | +5.8% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling