+435.5%
HWM vs KVUE
-20.4%
+455.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -11.4% | -5.1% | -6.3% | -11.1% |
| 30D | -18.5% | -6.3% | -12.1% | -18.1% |
| 3M | -13.2% | -0.5% | -12.7% | -13.2% |
| 6M | -8.7% | +3.1% | -11.8% | -9.0% |
| YTD | +12.2% | +6.7% | +5.5% | +11.5% |
| 1Y | +24.9% | -1.1% | +26.0% | +25.1% |
| 3Y | +383.9% | -8.7% | +392.7% | +379.8% |
| All | +435.5% | -20.4% | +455.9% | +441.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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