+248.9%
HWM vs VIK
+236.8%
+12.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +2.6% | -13.3% | -11.7% |
| 7D | -9.2% | +3.6% | -12.8% | -10.5% |
| 30D | -17.9% | -16.7% | -1.1% | -12.4% |
| 3M | -6.0% | -1.1% | -5.0% | -6.4% |
| 6M | -7.4% | +27.8% | -35.2% | -16.9% |
| YTD | +13.1% | +23.3% | -10.2% | +1.9% |
| 1Y | +29.3% | +38.2% | -8.9% | +10.5% |
| All | +248.9% | +236.8% | +12.1% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling