+1,547.2%
HWM vs VICR
+1,313.1%
+234.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.1% | -1.5% |
| 7D | -12.5% | -0.4% | -12.1% | -12.6% |
| 30D | -19.0% | -15.6% | -3.4% | -17.0% |
| 3M | -8.6% | -35.4% | +26.8% | -3.5% |
| 6M | -10.2% | +1.3% | -11.4% | -14.9% |
| YTD | +11.3% | +62.5% | -51.1% | -4.2% |
| 1Y | +24.3% | +255.5% | -231.2% | -9.1% |
| 3Y | +382.3% | +182.0% | +200.3% | +243.2% |
| 5Y | +640.6% | +42.9% | +597.7% | +453.4% |
| All | +1,547.2% | +1,313.1% | +234.1% | +616.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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