+139.1%
HON vs VT
+222.7%
-83.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -3.6% | +0.4% | -4.0% | -4.0% |
| 30D | -15.3% | +1.0% | -16.2% | -16.1% |
| 3M | -7.9% | +2.4% | -10.3% | -10.1% |
| 6M | -18.1% | +12.0% | -30.1% | -26.8% |
| YTD | +3.8% | +15.3% | -11.5% | -9.9% |
| 1Y | +0.5% | +22.6% | -22.1% | -18.0% |
| 3Y | +19.8% | +74.7% | -54.9% | -32.0% |
| 5Y | +2.9% | +66.1% | -63.2% | -38.7% |
| All | +139.1% | +222.7% | -83.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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