+1,937.6%
STM vs HON
+2,846.5%
-908.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.1% | +2.7% | +4.2% |
| 7D | -5.6% | +2.3% | -7.9% | -6.6% |
| 30D | -14.4% | +10.2% | -24.7% | -19.4% |
| 3M | -20.5% | -6.7% | -13.8% | -16.9% |
| 6M | -24.5% | +3.3% | -27.8% | -27.2% |
| YTD | +72.7% | +13.4% | +59.3% | +56.2% |
| 1Y | +91.0% | +14.7% | +76.3% | +71.5% |
| 3Y | +13.5% | +33.4% | -19.9% | -7.4% |
| 5Y | -9.2% | +12.7% | -21.9% | -17.5% |
| 10Y | +422.5% | +164.1% | +258.4% | +186.7% |
| All | +1,937.6% | +2,846.5% | -908.8% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling