+465.1%
STM vs HON
+154.5%
+310.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +12.0% | +1.4% | +10.6% | +10.8% |
| 30D | -0.4% | +7.5% | -7.9% | -5.7% |
| 3M | -13.2% | -4.3% | -8.8% | -10.0% |
| 6M | -26.1% | -1.5% | -24.5% | -26.9% |
| YTD | +81.2% | +10.5% | +70.6% | +60.8% |
| 1Y | +98.3% | +8.5% | +89.8% | +78.8% |
| 3Y | +16.7% | +28.0% | -11.3% | -9.9% |
| 5Y | -4.8% | +12.0% | -16.9% | -18.3% |
| All | +465.1% | +154.5% | +310.5% | +161.1% |
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