+30.2%
HWM vs LVS
-17.6%
+47.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.7% |
| 7D | -8.0% | -2.7% | -5.3% | -7.7% |
| 30D | -18.0% | -4.7% | -13.3% | -17.5% |
| 3M | -9.5% | -15.6% | +6.1% | -7.2% |
| 6M | -8.4% | -18.6% | +10.3% | -5.7% |
| YTD | +13.6% | -32.3% | +45.9% | +20.1% |
| 1Y | +30.2% | -18.0% | +48.3% | +31.8% |
| All | +30.2% | -17.6% | +47.8% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling