+132.3%
HON vs VCLT
+17.1%
+115.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -3.5% | -1.4% | -2.1% | -2.9% |
| 30D | -13.8% | -1.2% | -12.6% | -13.3% |
| 3M | -11.7% | -4.8% | -6.9% | -9.7% |
| 6M | -18.7% | -2.6% | -16.2% | -17.7% |
| YTD | +0.2% | -3.3% | +3.6% | +1.9% |
| 1Y | -3.1% | -4.8% | +1.8% | -0.8% |
| 3Y | +17.0% | +11.5% | +5.5% | +11.4% |
| 5Y | +2.0% | -17.0% | +19.0% | +9.8% |
| All | +132.3% | +17.1% | +115.2% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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