+5,320.3%
HON vs VICR
+11,731.3%
-6,411.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.9% |
| 7D | -0.6% | +1.3% | -1.8% | -0.8% |
| 30D | -15.4% | -11.9% | -3.4% | -14.1% |
| 3M | -9.1% | -35.1% | +26.0% | -5.1% |
| 6M | -17.1% | +8.1% | -25.2% | -21.2% |
| YTD | +1.5% | +67.8% | -66.3% | -10.2% |
| 1Y | -1.3% | +267.3% | -268.6% | -23.1% |
| 3Y | +19.5% | +191.2% | -171.7% | -9.1% |
| 5Y | +3.1% | +48.1% | -45.0% | -19.8% |
| 10Y | +138.4% | +1,546.1% | -1,407.7% | +18.6% |
| All | +5,320.3% | +11,731.3% | -6,411.0% | +1,524.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling