+8.2%
HON vs STRL
-22.7%
+30.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.3% |
| 7D | +1.1% | +15.7% | -14.6% | +0.3% |
| 30D | +7.2% | -35.5% | +42.6% | +8.7% |
| 3M | -4.6% | -47.1% | +42.5% | -2.5% |
| 6M | -1.9% | -65.8% | +63.9% | +1.7% |
| YTD | +10.2% | -4.5% | +14.7% | +7.0% |
| 1Y | +8.2% | -10.5% | +18.7% | +5.4% |
| All | +8.2% | -22.7% | +30.9% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling