+155.8%
HON vs STZ
+13.4%
+142.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | +1.4% | +2.6% | -1.2% | +0.5% |
| 30D | +7.5% | +15.2% | -7.7% | +1.8% |
| 3M | -4.3% | +7.6% | -12.0% | -7.4% |
| 6M | -1.5% | +5.3% | -6.8% | -4.4% |
| YTD | +10.5% | +8.6% | +1.9% | +4.9% |
| 1Y | +8.5% | +15.6% | -7.0% | +0.1% |
| 3Y | +28.0% | -35.2% | +63.2% | +46.1% |
| 5Y | +12.0% | -29.1% | +41.1% | +21.0% |
| All | +155.8% | +13.4% | +142.5% | +129.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling