+4.4%
HWM vs VMC
+3.7%
+0.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.6% | -8.9% | -5.9% |
| 7D | +9.4% | +12.3% | -2.9% | +4.8% |
| 30D | -7.0% | +21.2% | -28.2% | -13.3% |
| 3M | -25.9% | +4.6% | -30.5% | -27.0% |
| 6M | -10.8% | +3.9% | -14.7% | -12.8% |
| YTD | +4.3% | +5.0% | -0.7% | -2.4% |
| 1Y | +4.4% | +2.6% | +1.8% | -1.3% |
| All | +4.4% | +3.7% | +0.7% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling