+1,520.0%
HWM vs VICR
+1,234.1%
+285.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +1.6% |
| 7D | +5.0% | +5.7% | -0.7% | +3.8% |
| 30D | +1.5% | -35.2% | +36.7% | +7.9% |
| 3M | -20.3% | -20.3% | 0.0% | -19.4% |
| 6M | -18.0% | -46.3% | +28.3% | -13.3% |
| YTD | +9.5% | +53.4% | -43.9% | -6.9% |
| 1Y | +7.5% | +81.6% | -74.1% | -11.6% |
| 3Y | +355.7% | +360.5% | -4.9% | +190.5% |
| 5Y | +610.2% | +4.4% | +605.8% | +462.6% |
| 10Y | +1,516.8% | +1,055.3% | +461.4% | +609.4% |
| All | +1,520.0% | +1,234.1% | +285.9% | +595.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling