+51.2%
HON vs GH
+467.1%
-416.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -3.5% | -2.5% | -1.0% | -3.3% |
| 30D | -13.8% | -4.7% | -9.1% | -13.5% |
| 3M | -11.7% | +20.2% | -31.9% | -13.1% |
| 6M | -18.7% | +78.8% | -97.5% | -22.8% |
| YTD | +0.2% | +54.1% | -53.8% | -3.8% |
| 1Y | -3.1% | +177.1% | -180.1% | -11.7% |
| 3Y | +17.0% | +371.6% | -354.6% | -0.9% |
| 5Y | +2.0% | +21.9% | -19.9% | -7.1% |
| All | +51.2% | +467.1% | -416.0% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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