+237.8%
HWM vs VIK
+244.4%
-6.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.4% |
| 7D | +5.0% | -1.2% | +6.2% | +5.5% |
| 30D | +1.5% | +11.5% | -10.0% | -2.6% |
| 3M | -20.3% | -11.3% | -9.0% | -17.2% |
| 6M | -18.0% | +11.3% | -29.3% | -22.3% |
| YTD | +9.5% | +26.1% | -16.6% | -2.4% |
| 1Y | +7.5% | +50.0% | -42.5% | -11.2% |
| All | +237.8% | +244.4% | -6.6% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling