+5,634.3%
HON vs STT
+7,372.9%
-1,738.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -3.6% | +0.5% | -4.1% | -3.8% |
| 30D | -15.3% | +3.9% | -19.1% | -16.4% |
| 3M | -7.9% | +20.0% | -27.8% | -13.6% |
| 6M | -18.1% | +55.3% | -73.4% | -29.7% |
| YTD | +3.8% | +53.3% | -49.5% | -10.7% |
| 1Y | +0.5% | +74.7% | -74.2% | -17.5% |
| 3Y | +19.8% | +205.8% | -186.1% | -19.6% |
| 5Y | +2.9% | +145.0% | -142.1% | -27.8% |
| 10Y | +134.6% | +266.0% | -131.4% | +38.2% |
| All | +5,634.3% | +7,372.9% | -1,738.6% | +1,042.9% |
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