+1.5%
HON vs VICR
+57.6%
-56.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.2% | -11.1% | -0.8% |
| 7D | -3.5% | +5.0% | -8.4% | -3.9% |
| 30D | -13.8% | -12.5% | -1.3% | -13.0% |
| 3M | -11.7% | -33.6% | +21.9% | -9.7% |
| 6M | -18.7% | +10.7% | -29.4% | -21.5% |
| YTD | +0.2% | +80.6% | -80.3% | -7.6% |
| 1Y | -3.1% | +288.4% | -291.4% | -17.1% |
| 3Y | +17.0% | +213.8% | -196.8% | -1.5% |
| All | +1.5% | +57.6% | -56.2% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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