-1.5%
HON vs VG
-38.0%
+36.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.7% |
| 7D | -0.8% | -2.5% | +1.7% | -0.8% |
| 30D | -15.2% | +11.1% | -26.3% | -15.2% |
| 3M | -6.0% | +14.9% | -20.8% | -5.9% |
| 6M | -14.9% | +18.4% | -33.2% | -15.6% |
| YTD | +3.2% | +116.6% | -113.4% | -1.8% |
| 1Y | 0.0% | +9.4% | -9.3% | -1.3% |
| All | -1.5% | -38.0% | +36.5% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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