+132.3%
HON vs VIVK
-100.0%
+232.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.1% |
| 7D | -3.5% | -4.4% | +0.9% | -3.4% |
| 30D | -13.8% | -40.8% | +27.1% | -13.6% |
| 3M | -11.7% | -94.1% | +82.5% | -11.0% |
| 6M | -18.7% | -98.2% | +79.5% | -18.0% |
| YTD | +0.2% | -98.0% | +98.3% | +0.9% |
| 1Y | -3.1% | -100.0% | +96.9% | -1.4% |
| 3Y | +17.0% | -100.0% | +117.0% | +18.7% |
| 5Y | +2.0% | -100.0% | +102.0% | +3.5% |
| All | +132.3% | -100.0% | +232.3% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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