+13.1%
HON vs STZ
+14.7%
-1.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.3% | -3.4% | +1.4% |
| 7D | +4.2% | +13.0% | -8.8% | +3.0% |
| 30D | +6.7% | +29.4% | -22.7% | +4.3% |
| 3M | -7.9% | +11.6% | -19.5% | -8.7% |
| 6M | +4.8% | -0.2% | +5.1% | +5.4% |
| YTD | +13.2% | +8.6% | +4.6% | +12.3% |
| 1Y | +13.1% | +15.9% | -2.9% | +9.2% |
| All | +13.1% | +14.7% | -1.7% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling