+6,143.4%
HON vs HST
+1,597.5%
+4,545.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.1% |
| 7D | +1.9% | +0.6% | +1.3% | +1.7% |
| 30D | +9.9% | +14.5% | -4.6% | +5.6% |
| 3M | -5.8% | +15.4% | -21.2% | -9.7% |
| 6M | +3.0% | +22.0% | -19.0% | -3.1% |
| YTD | +13.1% | +54.9% | -41.8% | -0.8% |
| 1Y | +13.2% | +54.0% | -40.8% | -0.6% |
| 3Y | +30.8% | +90.4% | -59.6% | +6.6% |
| 5Y | +13.0% | +84.2% | -71.2% | -9.2% |
| 10Y | +161.3% | +144.6% | +16.7% | +84.0% |
| All | +6,143.4% | +1,597.5% | +4,545.9% | +2,287.2% |
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