+1,573.3%
HWM vs VMC
+147.4%
+1,425.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.6% | -9.1% | -9.8% |
| 7D | -9.2% | -0.5% | -8.6% | -8.8% |
| 30D | -17.9% | -9.1% | -8.8% | -13.4% |
| 3M | -6.0% | -4.1% | -1.9% | -4.6% |
| 6M | -7.4% | -5.5% | -1.8% | -5.3% |
| YTD | +13.1% | -8.9% | +22.0% | +17.3% |
| 1Y | +29.3% | -12.9% | +42.2% | +37.4% |
| 3Y | +389.9% | +22.1% | +367.8% | +321.8% |
| 5Y | +655.5% | +52.7% | +602.8% | +460.8% |
| All | +1,573.3% | +147.4% | +1,425.9% | +835.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling