+155.8%
HON vs VFC
-48.6%
+204.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.4% | -0.9% |
| 7D | +1.4% | +1.6% | -0.2% | +1.0% |
| 30D | +7.5% | +25.5% | -18.0% | +1.7% |
| 3M | -4.3% | +41.3% | -45.6% | -12.2% |
| 6M | -1.5% | +22.2% | -23.8% | -7.1% |
| YTD | +10.5% | +16.4% | -5.9% | +4.8% |
| 1Y | +8.5% | +38.4% | -29.9% | -1.7% |
| 3Y | +28.0% | +56.2% | -28.2% | -2.3% |
| 5Y | +12.0% | -68.2% | +80.2% | +54.3% |
| All | +155.8% | -48.6% | +204.5% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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