+610.9%
HWM vs VICR
+3.6%
+607.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +1.8% |
| 7D | +5.0% | +5.7% | -0.7% | +4.1% |
| 30D | +1.5% | -35.2% | +36.7% | +6.1% |
| 3M | -20.3% | -20.3% | 0.0% | -19.5% |
| 6M | -18.0% | -46.3% | +28.3% | -14.5% |
| YTD | +9.5% | +53.4% | -43.9% | -2.4% |
| 1Y | +7.5% | +81.6% | -74.1% | -6.4% |
| 3Y | +355.7% | +360.5% | -4.9% | +233.9% |
| All | +610.9% | +3.6% | +607.3% | +430.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling