+33.4%
HON vs HST
+87.6%
-54.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +3.1% |
| 7D | +2.3% | -1.1% | +3.5% | +2.8% |
| 30D | +10.2% | +11.6% | -1.4% | +6.2% |
| 3M | -6.7% | +9.5% | -16.2% | -9.6% |
| 6M | +3.3% | +18.9% | -15.6% | -3.0% |
| YTD | +13.4% | +51.0% | -37.5% | -2.3% |
| 1Y | +14.7% | +53.0% | -38.3% | -1.8% |
| 3Y | +33.4% | +87.5% | -54.1% | +2.6% |
| All | +33.4% | +87.6% | -54.2% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling