+2,285.7%
STM vs HON
+2,597.0%
-311.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.3% |
| 7D | +5.8% | -3.6% | +9.4% | +8.2% |
| 30D | -1.0% | -15.3% | +14.3% | +9.5% |
| 3M | -33.3% | -7.9% | -25.4% | -30.8% |
| 6M | +57.4% | -18.1% | +75.4% | +75.0% |
| YTD | +102.2% | +3.8% | +98.4% | +92.8% |
| 1Y | +99.6% | +0.5% | +99.1% | +92.4% |
| 3Y | +14.5% | +19.8% | -5.2% | -0.4% |
| 5Y | +21.4% | +2.9% | +18.5% | +16.4% |
| 10Y | +695.0% | +134.6% | +560.3% | +366.6% |
| All | +2,285.7% | +2,597.0% | -311.2% | +384.6% |
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 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