+132.3%
HON vs VWO
+117.1%
+15.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.4% |
| 7D | -3.5% | -1.8% | -1.7% | -2.3% |
| 30D | -13.8% | -0.1% | -13.7% | -13.7% |
| 3M | -11.7% | +2.2% | -13.9% | -13.1% |
| 6M | -18.7% | +8.8% | -27.5% | -23.3% |
| YTD | +0.2% | +12.4% | -12.2% | -7.5% |
| 1Y | -3.1% | +15.6% | -18.6% | -12.4% |
| 3Y | +17.0% | +62.5% | -45.5% | -17.2% |
| 5Y | +2.0% | +34.3% | -32.2% | -18.1% |
| All | +132.3% | +117.1% | +15.2% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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