-18.0%
HWM vs VIK
+10.5%
-28.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.7% |
| 7D | +5.0% | -1.2% | +6.2% | +5.3% |
| 30D | +1.5% | +11.5% | -10.0% | -0.8% |
| 3M | -20.3% | -11.3% | -9.0% | -18.2% |
| 6M | -18.0% | +11.3% | -29.3% | -23.3% |
| All | -18.0% | +10.5% | -28.5% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling