+4.7%
HON vs STZ
-38.2%
+43.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +5.0% | +0.8% |
| 7D | -0.8% | -7.4% | +6.6% | +1.2% |
| 30D | -15.2% | -10.9% | -4.3% | -12.6% |
| 3M | -6.0% | -13.4% | +7.5% | -2.5% |
| 6M | -14.9% | -16.2% | +1.3% | -11.3% |
| YTD | +3.2% | -10.4% | +13.6% | +4.8% |
| 1Y | 0.0% | -14.8% | +14.8% | +2.9% |
| 3Y | +21.5% | -50.1% | +71.6% | +46.3% |
| All | +4.7% | -38.2% | +43.0% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling