+768.3%
HON vs VIVK
-100.0%
+868.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.3% | +4.8% | -1.6% |
| 7D | -0.6% | -7.9% | +7.3% | -0.5% |
| 30D | -15.4% | -42.0% | +26.6% | -15.4% |
| 3M | -9.1% | -92.5% | +83.4% | -9.0% |
| 6M | -17.1% | -98.0% | +80.9% | -16.9% |
| YTD | +1.5% | -97.9% | +99.4% | +1.7% |
| 1Y | -1.3% | -100.0% | +98.7% | -0.9% |
| 3Y | +19.5% | -100.0% | +119.5% | +20.0% |
| 5Y | +3.1% | -100.0% | +103.1% | +3.4% |
| 10Y | +138.4% | -100.0% | +238.4% | +138.2% |
| All | +768.3% | -100.0% | +868.3% | +761.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling