+5,017.8%
HON vs STRL
+19,359.6%
-14,341.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.8% | +0.7% |
| 7D | -3.6% | +3.4% | -7.0% | -3.8% |
| 30D | -15.3% | -9.2% | -6.0% | -14.9% |
| 3M | -7.9% | -51.0% | +43.2% | -5.2% |
| 6M | -18.1% | +15.8% | -33.8% | -19.6% |
| YTD | +3.8% | +58.9% | -55.0% | +0.3% |
| 1Y | +0.5% | +68.5% | -68.0% | -3.5% |
| 3Y | +19.8% | +485.2% | -465.5% | +7.3% |
| 5Y | +2.9% | +2,005.1% | -2,002.2% | -13.3% |
| 10Y | +134.6% | +7,118.0% | -6,983.3% | +86.2% |
| All | +5,017.8% | +19,359.6% | -14,341.8% | +3,766.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling