+403.2%
HON vs GWRE
+741.3%
-338.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -3.5% | -13.2% | +9.8% | -1.2% |
| 30D | -13.8% | -18.6% | +4.8% | -11.4% |
| 3M | -11.7% | +18.9% | -30.6% | -15.9% |
| 6M | -18.7% | -11.0% | -7.8% | -19.2% |
| YTD | +0.2% | -29.9% | +30.1% | +3.7% |
| 1Y | -3.1% | -44.3% | +41.3% | +5.0% |
| 3Y | +17.0% | +51.7% | -34.7% | -0.8% |
| 5Y | +2.0% | +15.4% | -13.4% | -10.2% |
| 10Y | +135.4% | +129.4% | +5.9% | +75.8% |
| All | +403.2% | +741.3% | -338.1% | +225.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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