+138.4%
HON vs HST
+101.1%
+37.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -0.6% | -0.3% | -0.2% | -0.4% |
| 30D | -15.4% | -2.8% | -12.6% | -14.6% |
| 3M | -9.1% | -6.5% | -2.7% | -7.1% |
| 6M | -17.1% | +20.7% | -37.8% | -22.9% |
| YTD | +1.5% | +30.5% | -28.9% | -8.3% |
| 1Y | -1.3% | +36.8% | -38.1% | -12.7% |
| 3Y | +19.5% | +65.9% | -46.3% | -3.3% |
| 5Y | +3.1% | +73.9% | -70.8% | -21.1% |
| 10Y | +138.4% | +107.0% | +31.3% | +63.2% |
| All | +138.4% | +101.1% | +37.3% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling