+389.9%
HWM vs LVS
-6.1%
+396.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.9% | -9.8% | -10.5% |
| 7D | -9.2% | +0.3% | -9.5% | -9.2% |
| 30D | -17.9% | -3.9% | -14.0% | -17.2% |
| 3M | -6.0% | -12.9% | +6.8% | -3.3% |
| 6M | -7.4% | -16.9% | +9.6% | -3.8% |
| YTD | +13.1% | -31.2% | +44.3% | +22.3% |
| 1Y | +29.3% | -16.4% | +45.7% | +32.5% |
| 3Y | +389.9% | -4.4% | +394.3% | +341.3% |
| All | +389.9% | -6.1% | +396.0% | +341.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling