+6.9%
HON vs GFS
-3.9%
+10.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -0.8% | +2.6% | -3.5% | -1.2% |
| 30D | -15.2% | -16.4% | +1.2% | -12.9% |
| 3M | -6.0% | -41.6% | +35.6% | +1.4% |
| 6M | -14.9% | -3.7% | -11.2% | -16.4% |
| YTD | +3.2% | +29.3% | -26.2% | -4.4% |
| 1Y | 0.0% | +37.1% | -37.1% | -8.7% |
| 3Y | +21.5% | -22.1% | +43.6% | +18.7% |
| All | +6.9% | -3.9% | +10.8% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling