+1,547.2%
HWM vs VIAV
+426.0%
+1,121.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -0.6% |
| 7D | -12.5% | +11.2% | -23.7% | -16.0% |
| 30D | -19.0% | -2.6% | -16.4% | -19.5% |
| 3M | -8.6% | -20.1% | +11.5% | -5.1% |
| 6M | -10.2% | +25.8% | -36.0% | -23.9% |
| YTD | +11.3% | +109.9% | -98.5% | -25.1% |
| 1Y | +24.3% | +214.3% | -190.0% | -30.8% |
| 3Y | +382.3% | +281.6% | +100.6% | +131.6% |
| 5Y | +640.6% | +132.6% | +508.0% | +341.8% |
| All | +1,547.2% | +426.0% | +1,121.1% | +637.9% |
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