+15.0%
HON vs STLA
-72.6%
+87.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +0.4% |
| 7D | -0.4% | -11.6% | +11.2% | +2.1% |
| 30D | +8.6% | -6.2% | +14.8% | +9.7% |
| 3M | -0.8% | -24.6% | +23.8% | +4.3% |
| 6M | -0.1% | -44.9% | +44.8% | +11.9% |
| YTD | +12.8% | -62.3% | +75.0% | +35.0% |
| 1Y | +10.4% | -61.8% | +72.2% | +31.5% |
| 3Y | +30.5% | -75.3% | +105.8% | +65.2% |
| 5Y | +15.0% | -72.5% | +87.5% | +34.9% |
| All | +15.0% | -72.6% | +87.5% | +34.9% |
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