+33.4%
HON vs STRL
+337.2%
-303.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +15.0% | -10.9% | +3.1% |
| 7D | +2.3% | -13.3% | +15.7% | +2.8% |
| 30D | +10.2% | -43.3% | +53.6% | +13.8% |
| 3M | -6.7% | -46.9% | +40.2% | -3.4% |
| 6M | +3.3% | -65.6% | +68.9% | +9.3% |
| YTD | +13.4% | -5.1% | +18.5% | +9.1% |
| 1Y | +14.7% | -23.1% | +37.8% | +12.1% |
| 3Y | +33.4% | +346.8% | -313.4% | +10.9% |
| All | +33.4% | +337.2% | -303.8% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling