+161.3%
HON vs STRL
+3,927.3%
-3,766.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | +1.9% | -19.8% | +21.7% | +4.4% |
| 30D | +9.9% | -43.6% | +53.4% | +18.1% |
| 3M | -5.8% | -45.2% | +39.4% | +1.3% |
| 6M | +3.0% | -65.7% | +68.7% | +16.8% |
| YTD | +13.1% | -5.4% | +18.5% | +4.9% |
| 1Y | +13.2% | -24.7% | +37.8% | +8.6% |
| 3Y | +30.8% | +335.0% | -304.2% | -16.6% |
| 5Y | +13.0% | +915.3% | -902.3% | -42.8% |
| 10Y | +161.3% | +3,877.5% | -3,716.2% | -4.0% |
| All | +161.3% | +3,927.3% | -3,766.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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