+6,012.9%
HON vs STT
+6,617.4%
-604.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.7% |
| 7D | +3.6% | +5.1% | -1.6% | +1.8% |
| 30D | +7.8% | -0.2% | +8.0% | +7.9% |
| 3M | -4.8% | -8.1% | +3.4% | -2.1% |
| 6M | -1.7% | +16.6% | -18.3% | -7.0% |
| YTD | +10.7% | +37.8% | -27.1% | -1.4% |
| 1Y | +7.8% | +46.8% | -39.1% | -6.2% |
| 3Y | +28.1% | +181.2% | -153.1% | -11.5% |
| 5Y | +12.2% | +105.1% | -93.0% | -16.3% |
| 10Y | +155.7% | +202.3% | -46.6% | +60.4% |
| All | +6,012.9% | +6,617.4% | -604.5% | +1,162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling