-1.5%
HON vs STZ
-12.7%
+11.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | -2.6% | -4.1% | +1.5% | -2.2% |
| 30D | -11.9% | -7.6% | -4.3% | -11.1% |
| 3M | -6.1% | -12.3% | +6.2% | -4.5% |
| 6M | -19.2% | -16.3% | -2.9% | -17.4% |
| YTD | +0.2% | -8.4% | +8.5% | +0.5% |
| 1Y | -1.5% | -10.8% | +9.3% | -1.3% |
| All | -1.5% | -12.7% | +11.2% | -1.3% |
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