+377.2%
HWM vs VLTO
+56.1%
+321.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.2% | +4.8% |
| 7D | +1.6% | +2.0% | -0.4% | +1.0% |
| 30D | -3.9% | +21.8% | -25.7% | -9.7% |
| 3M | -23.2% | +20.2% | -43.4% | -27.6% |
| 6M | -20.0% | +36.3% | -56.3% | -28.2% |
| YTD | +5.7% | +18.8% | -13.1% | -0.1% |
| 1Y | +4.9% | +20.4% | -15.5% | -1.6% |
| 3Y | +347.0% | +71.9% | +275.1% | +276.1% |
| All | +377.2% | +56.1% | +321.1% | +306.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling