+155.8%
HON vs VO
+197.6%
-41.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.4% | +3.1% | -1.7% | -1.4% |
| 30D | +7.5% | +2.2% | +5.3% | +5.5% |
| 3M | -4.3% | -2.5% | -1.8% | -2.1% |
| 6M | -1.5% | +7.0% | -8.5% | -7.2% |
| YTD | +10.5% | +14.0% | -3.5% | -1.7% |
| 1Y | +8.5% | +15.6% | -7.1% | -4.8% |
| 3Y | +28.0% | +66.2% | -38.1% | -19.8% |
| 5Y | +12.0% | +36.6% | -24.6% | -16.6% |
| All | +155.8% | +197.6% | -41.8% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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