+156.2%
HON vs STLA
-3.1%
+159.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.1% | +4.2% | -0.2% |
| 7D | +3.6% | -13.1% | +16.6% | +7.5% |
| 30D | +7.8% | -13.3% | +21.1% | +11.5% |
| 3M | -4.8% | -27.9% | +23.1% | +2.9% |
| 6M | -1.7% | -47.8% | +46.2% | +15.8% |
| YTD | +10.7% | -64.6% | +75.2% | +42.5% |
| 1Y | +7.8% | -64.0% | +71.8% | +37.6% |
| 3Y | +28.1% | -76.8% | +104.9% | +78.0% |
| 5Y | +12.2% | -74.2% | +86.3% | +44.9% |
| All | +156.2% | -3.1% | +159.3% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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