+3,557.2%
HON vs STZ
+9,621.1%
-6,063.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -3.6% | -1.9% | -1.7% | -3.2% |
| 30D | -15.3% | -1.9% | -13.4% | -15.0% |
| 3M | -7.9% | -6.2% | -1.7% | -6.7% |
| 6M | -18.1% | -14.0% | -4.0% | -15.6% |
| YTD | +3.8% | -5.1% | +9.0% | +4.3% |
| 1Y | +0.5% | -9.6% | +10.1% | +1.8% |
| 3Y | +19.8% | -47.2% | +67.0% | +36.0% |
| 5Y | +2.9% | -33.6% | +36.5% | +10.3% |
| 10Y | +134.6% | -9.8% | +144.4% | +131.2% |
| All | +3,557.2% | +9,621.1% | -6,063.9% | +1,696.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling