+315.7%
HWM vs VLTO
+68.7%
+247.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | -2.4% | +12.0% | -14.5% | -5.6% |
| 30D | -13.3% | +20.8% | -34.1% | -18.2% |
| 3M | -31.0% | +20.1% | -51.1% | -34.9% |
| 6M | -17.1% | +32.6% | -49.8% | -24.9% |
| YTD | -1.9% | +17.3% | -19.2% | -6.8% |
| 1Y | -2.4% | +17.3% | -19.7% | -7.4% |
| All | +315.7% | +68.7% | +247.0% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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