+0.5%
HON vs GSK
+31.2%
-30.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.5% |
| 7D | -3.6% | -1.8% | -1.8% | -3.1% |
| 30D | -15.3% | -2.2% | -13.1% | -14.8% |
| 3M | -7.9% | -1.8% | -6.1% | -7.6% |
| 6M | -18.1% | -10.6% | -7.4% | -15.4% |
| YTD | +3.8% | +4.4% | -0.6% | +2.6% |
| 1Y | +0.5% | +30.4% | -29.9% | -4.6% |
| All | +0.5% | +31.2% | -30.8% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling