+664.5%
STM vs HON
+136.6%
+528.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | +0.4% |
| 7D | +1.7% | -0.6% | +2.2% | +2.1% |
| 30D | -5.2% | -15.4% | +10.2% | +7.6% |
| 3M | -29.6% | -9.1% | -20.5% | -25.9% |
| 6M | +54.4% | -17.1% | +71.4% | +74.1% |
| YTD | +99.5% | +1.5% | +98.0% | +89.2% |
| 1Y | +100.8% | -1.3% | +102.1% | +92.2% |
| 3Y | +20.2% | +19.5% | +0.6% | -2.2% |
| 5Y | +21.1% | +3.1% | +18.1% | +10.9% |
| 10Y | +664.5% | +138.4% | +526.2% | +302.8% |
| All | +664.5% | +136.6% | +528.0% | +302.8% |
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