+3.1%
HON vs STLA
-63.2%
+66.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | -0.6% | +0.4% | -0.9% | -0.7% |
| 30D | -15.4% | -5.2% | -10.2% | -14.6% |
| 3M | -9.1% | -24.9% | +15.7% | -3.9% |
| 6M | -17.1% | -25.2% | +8.1% | -12.5% |
| YTD | +1.5% | -51.4% | +52.9% | +16.1% |
| 1Y | -1.3% | -40.7% | +39.4% | +6.6% |
| 3Y | +19.5% | -66.3% | +85.8% | +41.9% |
| 5Y | +3.1% | -63.2% | +66.3% | +14.1% |
| All | +3.1% | -63.2% | +66.2% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling