+9.9%
HWM vs VICR
+70.3%
-60.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.6% |
| 7D | +7.3% | +8.3% | -1.0% | +6.3% |
| 30D | +1.6% | -35.2% | +36.8% | +5.5% |
| 3M | -21.9% | -29.8% | +8.0% | -20.0% |
| 6M | -19.0% | -48.6% | +29.5% | -15.7% |
| YTD | +7.9% | +45.1% | -37.2% | -8.6% |
| 1Y | +9.9% | +79.6% | -69.6% | -9.0% |
| All | +9.9% | +70.3% | -60.4% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling