+1,516.2%
HWM vs VCIT
+30.3%
+1,485.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.8% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -2.7% | +1.1% | -3.8% | -3.7% |
| 3M | -22.7% | -1.4% | -21.4% | -22.0% |
| 6M | -18.9% | -2.3% | -16.6% | -17.5% |
| YTD | +7.1% | -1.8% | +8.9% | +8.6% |
| 1Y | +4.7% | -1.0% | +5.7% | +5.6% |
| 3Y | +345.6% | +19.3% | +326.3% | +289.4% |
| 5Y | +588.3% | +3.8% | +584.5% | +560.0% |
| 10Y | +1,516.2% | +30.6% | +1,485.6% | +1,652.9% |
| All | +1,516.2% | +30.3% | +1,485.9% | +1,652.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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