+5,506.3%
HON vs GIS
+1,457.4%
+4,048.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | -0.6% | -8.6% | +8.0% | +2.5% |
| 30D | -15.4% | -0.5% | -14.9% | -15.5% |
| 3M | -9.1% | +11.9% | -21.0% | -13.5% |
| 6M | -17.1% | -11.6% | -5.5% | -14.3% |
| YTD | +1.5% | -16.3% | +17.8% | +6.5% |
| 1Y | -1.3% | -21.8% | +20.4% | +5.7% |
| 3Y | +19.5% | -35.7% | +55.2% | +35.5% |
| 5Y | +3.1% | -22.9% | +25.9% | +7.6% |
| 10Y | +138.4% | -16.8% | +155.2% | +131.6% |
| All | +5,506.3% | +1,457.4% | +4,048.8% | +1,741.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling