+21.1%
STM vs HON
+22.0%
-0.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.1% |
| 7D | +5.2% | -0.8% | +6.0% | +5.7% |
| 30D | -7.4% | -15.2% | +7.8% | +2.2% |
| 3M | -30.6% | -6.0% | -24.7% | -29.7% |
| 6M | +66.4% | -14.9% | +81.3% | +80.7% |
| YTD | +101.1% | +3.2% | +98.0% | +87.0% |
| 1Y | +97.4% | 0.0% | +97.4% | +86.5% |
| 3Y | +21.1% | +21.5% | -0.3% | -2.3% |
| All | +21.1% | +22.0% | -0.8% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling