+96.5%
STM vs HON
+12.4%
+84.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.0% | -8.0% | -6.6% |
| 7D | -6.0% | +4.2% | -10.2% | -7.2% |
| 30D | -20.9% | +6.7% | -27.6% | -22.5% |
| 3M | -15.8% | -7.9% | -7.9% | -14.0% |
| 6M | -17.0% | +4.8% | -21.9% | -20.8% |
| YTD | +76.8% | +13.2% | +63.6% | +63.8% |
| 1Y | +96.5% | +13.1% | +83.4% | +82.0% |
| All | +96.5% | +12.4% | +84.1% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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