+1,463.9%
HWM vs VIG
+264.9%
+1,199.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.6% | +1.6% |
| 7D | +1.6% | +0.4% | +1.2% | +0.9% |
| 30D | -3.9% | +4.3% | -8.2% | -9.5% |
| 3M | -23.2% | +2.0% | -25.3% | -25.4% |
| 6M | -20.0% | +10.2% | -30.2% | -30.3% |
| YTD | +5.7% | +14.8% | -9.1% | -13.0% |
| 1Y | +4.9% | +17.5% | -12.6% | -16.5% |
| 3Y | +347.0% | +67.4% | +279.6% | +116.8% |
| 5Y | +563.0% | +63.4% | +499.6% | +235.1% |
| 10Y | +1,579.2% | +259.9% | +1,319.3% | +188.8% |
| All | +1,463.9% | +264.9% | +1,199.0% | +167.2% |
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