+1,773.8%
HWM vs VMC
+151.5%
+1,622.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | -2.1% | -4.3% | +2.2% | +0.3% |
| 30D | -11.0% | -8.2% | -2.7% | -6.8% |
| 3M | +4.0% | -7.0% | +11.1% | +7.4% |
| 6M | -0.2% | -10.8% | +10.5% | +5.3% |
| YTD | +26.7% | -7.4% | +34.0% | +29.9% |
| 1Y | +44.7% | -9.5% | +54.2% | +50.2% |
| 3Y | +426.1% | +20.5% | +405.6% | +356.2% |
| 5Y | +738.5% | +51.6% | +686.9% | +524.4% |
| All | +1,773.8% | +151.5% | +1,622.3% | +936.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling