+463.1%
STM vs HON
+160.8%
+302.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +3.7% |
| 7D | +1.4% | -0.4% | +1.8% | +2.2% |
| 30D | -8.4% | +8.6% | -16.9% | -13.9% |
| 3M | -15.8% | -0.8% | -15.0% | -15.2% |
| 6M | -22.8% | -0.1% | -22.7% | -24.6% |
| YTD | +79.4% | +12.8% | +66.6% | +56.7% |
| 1Y | +97.0% | +10.4% | +86.6% | +75.2% |
| 3Y | +14.2% | +30.5% | -16.3% | -13.1% |
| 5Y | -4.5% | +15.0% | -19.4% | -19.7% |
| 10Y | +463.1% | +160.5% | +302.6% | +156.6% |
| All | +463.1% | +160.8% | +302.3% | +156.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling