+1,205.2%
VST vs HON
+167.2%
+1,038.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.2% | +5.0% |
| 7D | -0.5% | +2.3% | -2.8% | -1.8% |
| 30D | -17.1% | +10.2% | -27.3% | -21.7% |
| 3M | -4.6% | -6.7% | +2.1% | -1.3% |
| 6M | -9.1% | +3.3% | -12.4% | -11.7% |
| YTD | -16.6% | +13.4% | -30.1% | -23.8% |
| 1Y | -29.5% | +14.7% | -44.2% | -36.2% |
| 3Y | +297.5% | +33.4% | +264.1% | +219.4% |
| 5Y | +654.5% | +12.7% | +641.8% | +563.2% |
| 10Y | +1,205.2% | +164.1% | +1,041.1% | +689.1% |
| All | +1,205.2% | +167.2% | +1,038.0% | +689.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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