+250.6%
HWM vs VIK
+225.3%
+25.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.7% |
| 7D | -8.0% | -0.8% | -7.2% | -7.9% |
| 30D | -18.0% | -18.0% | 0.0% | -12.1% |
| 3M | -9.5% | -5.8% | -3.7% | -8.2% |
| 6M | -8.4% | +17.2% | -25.5% | -15.1% |
| YTD | +13.6% | +19.1% | -5.5% | +3.6% |
| 1Y | +30.2% | +33.6% | -3.4% | +12.6% |
| All | +250.6% | +225.3% | +25.2% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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