+132.3%
HON vs VIAV
+419.4%
-287.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.7% |
| 7D | -3.5% | +11.2% | -14.6% | -5.9% |
| 30D | -13.8% | -10.1% | -3.6% | -12.1% |
| 3M | -11.7% | -22.9% | +11.2% | -8.2% |
| 6M | -18.7% | +28.8% | -47.5% | -27.7% |
| YTD | +0.2% | +117.5% | -117.2% | -24.0% |
| 1Y | -3.1% | +216.1% | -219.1% | -35.0% |
| 3Y | +17.0% | +292.2% | -275.2% | -29.7% |
| 5Y | +2.0% | +141.0% | -139.0% | -29.2% |
| All | +132.3% | +419.4% | -287.1% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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