+1.5%
HON vs VWO
+34.0%
-32.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | -3.5% | -1.8% | -1.7% | -2.5% |
| 30D | -13.8% | -0.1% | -13.7% | -13.7% |
| 3M | -11.7% | +2.2% | -13.9% | -12.8% |
| 6M | -18.7% | +8.8% | -27.5% | -22.3% |
| YTD | +0.2% | +12.4% | -12.2% | -5.8% |
| 1Y | -3.1% | +15.6% | -18.6% | -10.3% |
| 3Y | +17.0% | +62.5% | -45.5% | -10.5% |
| All | +1.5% | +34.0% | -32.6% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling