+720.8%
HON vs VCLT
+103.3%
+617.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -15.2% | -0.6% | -14.6% | -15.1% |
| 3M | -6.0% | -2.2% | -3.7% | -5.6% |
| 6M | -14.9% | -2.9% | -12.0% | -14.4% |
| YTD | +3.2% | -2.1% | +5.2% | +3.6% |
| 1Y | 0.0% | -2.6% | +2.6% | +0.5% |
| 3Y | +21.5% | +12.5% | +9.0% | +19.5% |
| 5Y | +4.0% | -15.3% | +19.3% | +3.5% |
| 10Y | +138.4% | +16.6% | +121.7% | +153.6% |
| All | +720.8% | +103.3% | +617.4% | +1,190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling