+1,474.6%
HWM vs VIAV
+291.8%
+1,182.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | +0.7% |
| 7D | +7.3% | +7.9% | -0.6% | +4.6% |
| 30D | +1.6% | -20.3% | +21.9% | +7.5% |
| 3M | -21.9% | -28.5% | +6.7% | -16.0% |
| 6M | -19.0% | -42.7% | +23.7% | -9.4% |
| YTD | +7.9% | +72.4% | -64.4% | -24.6% |
| 1Y | +9.9% | +81.5% | -71.5% | -25.1% |
| 3Y | +342.1% | +293.8% | +48.3% | +96.8% |
| 5Y | +600.8% | +101.4% | +499.3% | +322.7% |
| All | +1,474.6% | +291.8% | +1,182.8% | +572.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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