+739.2%
HON vs STLA
+152.6%
+586.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.1% | +4.2% | -0.6% |
| 7D | +3.6% | -13.1% | +16.6% | +6.4% |
| 30D | +7.8% | -13.3% | +21.1% | +10.6% |
| 3M | -4.8% | -27.9% | +23.1% | +0.9% |
| 6M | -1.7% | -47.8% | +46.2% | +11.0% |
| YTD | +10.7% | -64.6% | +75.2% | +33.3% |
| 1Y | +7.8% | -64.0% | +71.8% | +29.1% |
| 3Y | +28.1% | -76.8% | +104.9% | +62.7% |
| 5Y | +12.2% | -74.2% | +86.3% | +36.2% |
| 10Y | +155.7% | -5.4% | +161.1% | +142.4% |
| All | +739.2% | +152.6% | +586.6% | +654.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling