+132.3%
HON vs GIS
-19.5%
+151.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.5% | -6.4% | +2.9% | -2.2% |
| 30D | -13.8% | -6.1% | -7.7% | -12.8% |
| 3M | -11.7% | +7.8% | -19.5% | -13.7% |
| 6M | -18.7% | -8.8% | -9.9% | -17.6% |
| YTD | +0.2% | -19.1% | +19.4% | +4.2% |
| 1Y | -3.1% | -24.8% | +21.7% | +2.3% |
| 3Y | +17.0% | -37.6% | +54.5% | +27.8% |
| 5Y | +2.0% | -25.4% | +27.5% | +6.2% |
| All | +132.3% | -19.5% | +151.8% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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