+325.4%
HWM vs VMC
+38.1%
+287.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.0% |
| 7D | +3.4% | +0.5% | +2.9% | +3.0% |
| 30D | -7.5% | +15.8% | -23.3% | -14.5% |
| 3M | -28.9% | +0.6% | -29.5% | -29.3% |
| 6M | -19.6% | -4.0% | -15.6% | -18.7% |
| YTD | +0.6% | -0.3% | +0.9% | -1.7% |
| 1Y | +0.3% | -0.5% | +0.8% | -1.9% |
| All | +325.4% | +38.1% | +287.3% | +254.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling