+3.1%
HON vs VMC
+48.3%
-45.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.3% |
| 7D | -0.6% | -5.3% | +4.8% | +1.6% |
| 30D | -15.4% | -12.3% | -3.1% | -11.1% |
| 3M | -9.1% | -10.3% | +1.1% | -5.4% |
| 6M | -17.1% | -8.6% | -8.5% | -14.4% |
| YTD | +1.5% | -11.9% | +13.4% | +5.6% |
| 1Y | -1.3% | -13.9% | +12.6% | +3.4% |
| 3Y | +19.5% | +18.2% | +1.4% | +6.6% |
| 5Y | +3.1% | +47.7% | -44.7% | -19.0% |
| All | +3.1% | +48.3% | -45.2% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling