+5,491.2%
HON vs STRL
+11,526.8%
-6,035.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +15.0% | -10.9% | +3.4% |
| 7D | +2.3% | -13.3% | +15.7% | +2.8% |
| 30D | +10.2% | -43.3% | +53.6% | +12.8% |
| 3M | -6.7% | -46.9% | +40.2% | -4.3% |
| 6M | +3.3% | -65.6% | +68.9% | +7.6% |
| YTD | +13.4% | -5.1% | +18.5% | +11.8% |
| 1Y | +14.7% | -23.1% | +37.8% | +14.0% |
| 3Y | +33.4% | +346.8% | -313.4% | +20.8% |
| 5Y | +12.7% | +907.2% | -894.4% | -2.1% |
| 10Y | +164.1% | +3,988.2% | -3,824.1% | +114.3% |
| All | +5,491.2% | +11,526.8% | -6,035.6% | +4,209.5% |
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 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