+5,436.0%
HON vs VMC
+3,120.6%
+2,315.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -3.5% | -3.8% | +0.3% | -2.0% |
| 30D | -13.8% | -9.7% | -4.1% | -10.4% |
| 3M | -11.7% | -9.6% | -2.0% | -8.4% |
| 6M | -18.7% | -4.8% | -13.9% | -17.5% |
| YTD | +0.2% | -10.9% | +11.1% | +3.9% |
| 1Y | -3.1% | -15.6% | +12.5% | +2.5% |
| 3Y | +17.0% | +19.3% | -2.3% | +5.9% |
| 5Y | +2.0% | +48.0% | -46.0% | -16.2% |
| 10Y | +135.4% | +155.4% | -20.0% | +46.9% |
| All | +5,436.0% | +3,120.6% | +2,315.4% | +1,262.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling