+1,579.2%
HWM vs VMC
+146.3%
+1,432.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +3.6% |
| 7D | +1.6% | +0.3% | +1.3% | +1.3% |
| 30D | -3.9% | +18.6% | -22.5% | -13.1% |
| 3M | -23.2% | +2.0% | -25.3% | -24.6% |
| 6M | -20.0% | +2.6% | -22.6% | -22.2% |
| YTD | +5.7% | +2.3% | +3.5% | +2.1% |
| 1Y | +4.9% | +1.7% | +3.2% | +1.6% |
| 3Y | +347.0% | +41.7% | +305.3% | +251.8% |
| 5Y | +563.0% | +46.6% | +516.4% | +401.9% |
| 10Y | +1,579.2% | +140.3% | +1,438.9% | +813.6% |
| All | +1,579.2% | +146.3% | +1,432.9% | +813.6% |
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