+1,581.2%
HWM vs VIG
+248.3%
+1,332.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.2% |
| 7D | -8.0% | -1.2% | -6.9% | -6.4% |
| 30D | -18.0% | -2.8% | -15.2% | -14.5% |
| 3M | -9.5% | +2.5% | -12.0% | -12.5% |
| 6M | -8.4% | +8.1% | -16.5% | -17.8% |
| YTD | +13.6% | +9.6% | +4.1% | 0.0% |
| 1Y | +30.2% | +14.2% | +16.1% | +8.1% |
| 3Y | +392.2% | +56.1% | +336.1% | +163.9% |
| 5Y | +645.2% | +62.8% | +582.3% | +277.4% |
| All | +1,581.2% | +248.3% | +1,332.9% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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