+922.7%
HON vs VUG
+1,251.8%
-329.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.4% |
| 7D | -3.6% | -0.1% | -3.5% | -3.5% |
| 30D | -15.3% | -0.3% | -15.0% | -15.0% |
| 3M | -7.9% | -0.7% | -7.2% | -7.8% |
| 6M | -18.1% | +14.6% | -32.7% | -27.8% |
| YTD | +3.8% | +9.0% | -5.2% | -4.7% |
| 1Y | +0.5% | +14.9% | -14.4% | -12.2% |
| 3Y | +19.8% | +86.0% | -66.3% | -34.6% |
| 5Y | +2.9% | +76.7% | -73.8% | -43.6% |
| 10Y | +134.6% | +411.3% | -276.7% | -59.8% |
| All | +922.7% | +1,251.8% | -329.1% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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