+1,559.5%
HWM vs VNQ
+71.9%
+1,487.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.1% |
| 7D | -11.4% | -1.3% | -10.2% | -10.4% |
| 30D | -18.5% | -2.6% | -15.9% | -16.6% |
| 3M | -13.2% | -2.0% | -11.2% | -12.1% |
| 6M | -8.7% | +4.3% | -13.0% | -12.5% |
| YTD | +12.2% | +9.2% | +2.9% | +3.2% |
| 1Y | +24.9% | +5.6% | +19.3% | +18.2% |
| 3Y | +383.9% | +30.8% | +353.1% | +267.1% |
| 5Y | +646.1% | +8.0% | +638.2% | +575.6% |
| All | +1,559.5% | +71.9% | +1,487.5% | +920.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling