+645.2%
HWM vs VICR
+46.6%
+598.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +1.1% |
| 7D | -8.0% | +1.3% | -9.3% | -8.3% |
| 30D | -18.0% | -11.9% | -6.1% | -17.0% |
| 3M | -9.5% | -35.1% | +25.6% | -5.8% |
| 6M | -8.4% | +8.1% | -16.5% | -12.6% |
| YTD | +13.6% | +67.8% | -54.1% | +1.8% |
| 1Y | +30.2% | +267.3% | -237.1% | +4.0% |
| 3Y | +392.2% | +191.2% | +201.0% | +285.2% |
| 5Y | +645.2% | +48.1% | +597.1% | +464.4% |
| All | +645.2% | +46.6% | +598.6% | +464.4% |
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