+988.8%
HON vs VUG
+1,188.6%
-199.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.7% |
| 7D | +1.4% | +2.5% | -1.1% | -0.7% |
| 30D | +7.5% | -6.3% | +13.8% | +13.4% |
| 3M | -4.3% | -6.0% | +1.7% | +0.5% |
| 6M | -1.5% | -3.5% | +2.0% | +0.6% |
| YTD | +10.5% | +3.9% | +6.6% | +5.3% |
| 1Y | +8.5% | +5.1% | +3.4% | +2.3% |
| 3Y | +28.0% | +77.9% | -49.8% | -27.5% |
| 5Y | +12.0% | +62.4% | -50.4% | -33.8% |
| 10Y | +155.4% | +399.4% | -244.0% | -55.7% |
| All | +988.8% | +1,188.6% | -199.8% | -33.3% |
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