-0.5%
HON vs VSXY
+37.7%
-38.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.3% |
| 7D | -0.6% | -10.7% | +10.2% | +0.3% |
| 30D | -15.4% | -24.3% | +8.9% | -13.5% |
| 3M | -9.1% | +1.0% | -10.2% | -9.4% |
| 6M | -17.1% | +57.4% | -74.4% | -21.3% |
| YTD | +1.5% | +39.8% | -38.3% | -3.0% |
| 1Y | -1.3% | +196.5% | -197.8% | -12.6% |
| 3Y | +19.5% | +357.2% | -337.7% | -3.8% |
| 5Y | +3.1% | +18.9% | -15.8% | -7.8% |
| All | -0.5% | +37.7% | -38.2% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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