+755.4%
HON vs VRSK
+585.1%
+170.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -2.6% | -7.7% | +5.1% | +0.5% |
| 30D | -11.9% | -2.8% | -9.1% | -11.2% |
| 3M | -6.1% | -3.7% | -2.4% | -5.7% |
| 6M | -19.2% | -12.8% | -6.4% | -16.2% |
| YTD | +0.2% | -21.0% | +21.1% | +7.6% |
| 1Y | -1.5% | -32.5% | +31.0% | +13.1% |
| 3Y | +17.9% | -26.5% | +44.5% | +28.0% |
| 5Y | +1.9% | -11.5% | +13.4% | -0.9% |
| 10Y | +135.2% | +125.7% | +9.5% | +44.4% |
| All | +755.4% | +585.1% | +170.3% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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