+1.9%
HON vs GSK
+47.2%
-45.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -2.6% | -5.4% | +2.8% | -1.3% |
| 30D | -11.9% | -4.6% | -7.3% | -11.0% |
| 3M | -6.1% | -5.1% | -1.0% | -5.0% |
| 6M | -19.2% | -11.4% | -7.8% | -16.9% |
| YTD | +0.2% | +0.7% | -0.6% | -0.3% |
| 1Y | -1.5% | +23.0% | -24.5% | -6.6% |
| 3Y | +17.9% | +48.0% | -30.0% | +5.3% |
| 5Y | +1.9% | +48.2% | -46.3% | -12.4% |
| All | +1.9% | +47.2% | -45.3% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling