+1,474.6%
HWM vs VICR
+978.3%
+496.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.4% |
| 7D | +7.3% | +8.3% | -1.0% | +5.8% |
| 30D | +1.6% | -35.2% | +36.8% | +8.0% |
| 3M | -21.9% | -29.8% | +8.0% | -19.1% |
| 6M | -19.0% | -48.6% | +29.5% | -13.7% |
| YTD | +7.9% | +45.1% | -37.2% | -7.4% |
| 1Y | +9.9% | +79.6% | -69.6% | -9.4% |
| 3Y | +342.1% | +335.4% | +6.7% | +184.6% |
| 5Y | +600.8% | -1.0% | +601.8% | +460.2% |
| All | +1,474.6% | +978.3% | +496.3% | +612.2% |
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