+698.4%
HON vs VIG
+617.8%
+80.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.3% |
| 7D | -0.8% | -0.4% | -0.4% | -0.4% |
| 30D | -15.2% | -2.1% | -13.1% | -13.0% |
| 3M | -6.0% | +3.3% | -9.3% | -9.5% |
| 6M | -14.9% | +9.3% | -24.2% | -23.3% |
| YTD | +3.2% | +10.1% | -7.0% | -7.9% |
| 1Y | 0.0% | +14.7% | -14.7% | -15.0% |
| 3Y | +21.5% | +56.9% | -35.5% | -29.0% |
| 5Y | +4.0% | +62.9% | -58.9% | -42.2% |
| 10Y | +138.4% | +241.3% | -103.0% | -46.2% |
| All | +698.4% | +617.8% | +80.6% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling