+17.0%
HON vs GPN
-27.6%
+44.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.5% | -4.6% | +1.1% | -2.5% |
| 30D | -13.8% | -0.3% | -13.5% | -13.8% |
| 3M | -11.7% | +35.4% | -47.1% | -18.1% |
| 6M | -18.7% | +21.7% | -40.4% | -22.9% |
| YTD | +0.2% | +14.9% | -14.6% | -4.1% |
| 1Y | -3.1% | +3.2% | -6.3% | -5.0% |
| 3Y | +17.0% | -27.1% | +44.1% | +20.3% |
| All | +17.0% | -27.6% | +44.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling