+640.6%
HWM vs VIAV
+128.3%
+512.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.2% |
| 7D | -12.5% | +11.2% | -23.7% | -14.5% |
| 30D | -19.0% | -2.6% | -16.4% | -19.2% |
| 3M | -8.6% | -20.1% | +11.5% | -6.4% |
| 6M | -10.2% | +25.8% | -36.0% | -18.5% |
| YTD | +11.3% | +109.9% | -98.5% | -12.0% |
| 1Y | +24.3% | +214.3% | -190.0% | -12.7% |
| 3Y | +382.3% | +281.6% | +100.6% | +211.5% |
| 5Y | +640.6% | +132.6% | +508.0% | +468.7% |
| All | +640.6% | +128.3% | +512.3% | +468.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling