+4.0%
HON vs STT
+150.3%
-146.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.2% |
| 7D | -0.8% | +2.2% | -3.0% | -1.6% |
| 30D | -15.2% | +3.9% | -19.1% | -16.3% |
| 3M | -6.0% | +19.2% | -25.1% | -11.6% |
| 6M | -14.9% | +60.4% | -75.3% | -28.0% |
| YTD | +3.2% | +51.5% | -48.3% | -11.2% |
| 1Y | 0.0% | +76.3% | -76.3% | -18.6% |
| 3Y | +21.5% | +200.7% | -179.3% | -19.0% |
| 5Y | +4.0% | +157.5% | -153.4% | -30.7% |
| All | +4.0% | +150.3% | -146.3% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling