+156.2%
HON vs STRL
+3,816.9%
-3,660.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +3.6% | +23.4% | -19.9% | +0.4% |
| 30D | +7.8% | -39.5% | +47.3% | +14.7% |
| 3M | -4.8% | -45.1% | +40.3% | +2.4% |
| 6M | -1.7% | -64.6% | +62.9% | +11.0% |
| YTD | +10.7% | -1.5% | +12.2% | +2.1% |
| 1Y | +7.8% | -20.8% | +28.5% | +2.6% |
| 3Y | +28.1% | +353.1% | -325.1% | -18.9% |
| 5Y | +12.2% | +942.9% | -930.7% | -43.5% |
| All | +156.2% | +3,816.9% | -3,660.7% | -6.3% |
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