+882.1%
HON vs VNQ
+382.8%
+499.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.9% |
| 7D | -2.6% | -2.6% | 0.0% | -1.2% |
| 30D | -11.9% | -2.3% | -9.5% | -10.8% |
| 3M | -6.1% | -2.8% | -3.3% | -4.8% |
| 6M | -19.2% | +2.5% | -21.7% | -20.3% |
| YTD | +0.2% | +8.4% | -8.3% | -4.0% |
| 1Y | -1.5% | +6.8% | -8.3% | -4.9% |
| 3Y | +17.9% | +29.9% | -12.0% | +1.9% |
| 5Y | +1.9% | +7.2% | -5.3% | -3.3% |
| 10Y | +135.2% | +62.5% | +72.6% | +79.8% |
| All | +882.1% | +382.8% | +499.4% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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