+687.2%
HON vs STLA
+263.8%
+423.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | -3.6% | +2.6% | -6.2% | -4.1% |
| 30D | -15.3% | -1.2% | -14.0% | -15.2% |
| 3M | -7.9% | -24.8% | +16.9% | -2.8% |
| 6M | -18.1% | -25.6% | +7.5% | -13.6% |
| YTD | +3.8% | -48.9% | +52.8% | +16.8% |
| 1Y | +0.5% | -38.8% | +39.3% | +8.0% |
| 3Y | +19.8% | -64.5% | +84.3% | +40.2% |
| 5Y | +2.9% | -62.4% | +65.3% | +16.4% |
| 10Y | +134.6% | +55.4% | +79.2% | +104.4% |
| All | +687.2% | +263.8% | +423.4% | +561.6% |
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