+132.3%
HON vs VYM
+209.2%
-76.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.7% |
| 7D | -3.5% | -0.8% | -2.7% | -2.6% |
| 30D | -13.8% | -2.2% | -11.5% | -11.6% |
| 3M | -11.7% | +3.1% | -14.7% | -14.5% |
| 6M | -18.7% | +9.7% | -28.4% | -26.5% |
| YTD | +0.2% | +14.9% | -14.7% | -13.7% |
| 1Y | -3.1% | +17.6% | -20.6% | -18.7% |
| 3Y | +17.0% | +65.3% | -48.3% | -32.7% |
| 5Y | +2.0% | +78.7% | -76.7% | -46.2% |
| All | +132.3% | +209.2% | -76.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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