+5,634.3%
HON vs HST
+1,330.6%
+4,303.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -3.6% | -1.0% | -2.6% | -3.3% |
| 30D | -15.3% | -12.3% | -3.0% | -12.0% |
| 3M | -7.9% | -6.4% | -1.5% | -6.2% |
| 6M | -18.1% | +15.0% | -33.1% | -21.5% |
| YTD | +3.8% | +30.5% | -26.7% | -4.2% |
| 1Y | +0.5% | +35.7% | -35.2% | -8.6% |
| 3Y | +19.8% | +68.4% | -48.6% | +1.1% |
| 5Y | +2.9% | +73.1% | -70.2% | -15.9% |
| 10Y | +134.6% | +92.7% | +41.9% | +76.8% |
| All | +5,634.3% | +1,330.6% | +4,303.7% | +2,205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling