+1,520.0%
HWM vs VIG
+268.7%
+1,251.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.2% |
| 7D | +5.0% | -0.3% | +5.3% | +5.6% |
| 30D | +1.5% | +4.9% | -3.4% | -5.2% |
| 3M | -20.3% | +2.9% | -23.3% | -23.5% |
| 6M | -18.0% | +11.2% | -29.3% | -29.5% |
| YTD | +9.5% | +16.0% | -6.5% | -11.1% |
| 1Y | +7.5% | +17.0% | -9.5% | -13.8% |
| 3Y | +355.7% | +66.9% | +288.8% | +122.1% |
| 5Y | +610.2% | +65.8% | +544.4% | +251.3% |
| 10Y | +1,516.8% | +263.6% | +1,253.1% | +174.1% |
| All | +1,520.0% | +268.7% | +1,251.3% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling