+12.0%
HON vs STZ
-29.4%
+41.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +1.4% | +2.6% | -1.2% | +0.8% |
| 30D | +7.5% | +15.2% | -7.7% | +3.6% |
| 3M | -4.3% | +7.6% | -12.0% | -6.3% |
| 6M | -1.5% | +5.3% | -6.8% | -3.3% |
| YTD | +10.5% | +8.6% | +1.9% | +6.6% |
| 1Y | +8.5% | +15.6% | -7.0% | +2.4% |
| 3Y | +28.0% | -35.2% | +63.2% | +41.9% |
| All | +12.0% | -29.4% | +41.3% | +13.9% |
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