+1,573.3%
HWM vs VNQ
+74.0%
+1,499.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.1% | -10.6% | -10.6% |
| 7D | -9.2% | -0.4% | -8.8% | -8.8% |
| 30D | -17.9% | -2.5% | -15.3% | -16.0% |
| 3M | -6.0% | +1.4% | -7.4% | -7.7% |
| 6M | -7.4% | +4.6% | -11.9% | -11.4% |
| YTD | +13.1% | +10.5% | +2.6% | +2.9% |
| 1Y | +29.3% | +8.4% | +20.9% | +19.6% |
| 3Y | +389.9% | +32.4% | +357.5% | +267.7% |
| 5Y | +655.5% | +5.5% | +650.1% | +601.4% |
| All | +1,573.3% | +74.0% | +1,499.3% | +918.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VNQ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling