+655.5%
HWM vs VIG
+63.6%
+592.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.8% | -9.9% | -9.7% |
| 7D | -9.2% | -0.4% | -8.8% | -8.6% |
| 30D | -17.9% | -2.1% | -15.8% | -15.5% |
| 3M | -6.0% | +3.3% | -9.4% | -9.9% |
| 6M | -7.4% | +9.3% | -16.6% | -17.3% |
| YTD | +13.1% | +10.1% | +3.0% | -0.1% |
| 1Y | +29.3% | +14.7% | +14.6% | +8.4% |
| 3Y | +389.9% | +56.9% | +333.0% | +178.2% |
| 5Y | +655.5% | +62.9% | +592.6% | +318.9% |
| All | +655.5% | +63.6% | +592.0% | +318.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling