+4.0%
HON vs STRL
+2,093.0%
-2,089.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.0% |
| 7D | -0.8% | +10.1% | -10.9% | -1.8% |
| 30D | -15.2% | -8.2% | -7.0% | -14.6% |
| 3M | -6.0% | -43.7% | +37.7% | -1.3% |
| 6M | -14.9% | +27.1% | -42.0% | -20.3% |
| YTD | +3.2% | +64.0% | -60.8% | -6.8% |
| 1Y | 0.0% | +75.2% | -75.1% | -11.3% |
| 3Y | +21.5% | +539.9% | -518.4% | -16.7% |
| 5Y | +4.0% | +2,133.0% | -2,128.9% | -50.5% |
| All | +4.0% | +2,093.0% | -2,089.0% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling