+132.3%
HON vs VIG
+250.0%
-117.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.7% |
| 7D | -3.5% | -1.1% | -2.4% | -2.3% |
| 30D | -13.8% | -2.7% | -11.0% | -11.1% |
| 3M | -11.7% | +2.5% | -14.2% | -14.1% |
| 6M | -18.7% | +9.2% | -28.0% | -26.2% |
| YTD | +0.2% | +9.8% | -9.6% | -9.4% |
| 1Y | -3.1% | +12.4% | -15.4% | -14.7% |
| 3Y | +17.0% | +55.9% | -38.9% | -28.3% |
| 5Y | +2.0% | +63.9% | -61.9% | -41.0% |
| All | +132.3% | +250.0% | -117.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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