+132.1%
HON vs STT
+267.9%
-135.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -2.6% | -1.4% | -1.3% | -2.1% |
| 30D | -11.9% | +2.2% | -14.1% | -12.7% |
| 3M | -6.1% | +18.8% | -24.9% | -13.0% |
| 6M | -19.2% | +57.9% | -77.1% | -33.8% |
| YTD | +0.2% | +51.0% | -50.8% | -16.7% |
| 1Y | -1.5% | +77.1% | -78.6% | -23.8% |
| 3Y | +17.9% | +199.8% | -181.9% | -28.6% |
| 5Y | +1.9% | +156.0% | -154.0% | -36.9% |
| All | +132.1% | +267.9% | -135.8% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling