+12.0%
HON vs VFC
-68.3%
+80.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.4% | -0.6% |
| 7D | +1.4% | +1.6% | -0.2% | +1.2% |
| 30D | +7.5% | +25.5% | -18.0% | +3.9% |
| 3M | -4.3% | +41.3% | -45.6% | -9.2% |
| 6M | -1.5% | +22.2% | -23.8% | -5.0% |
| YTD | +10.5% | +16.4% | -5.9% | +7.1% |
| 1Y | +8.5% | +38.4% | -29.9% | +2.5% |
| 3Y | +28.0% | +56.2% | -28.2% | +10.7% |
| All | +12.0% | -68.3% | +80.3% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling