+1,773.8%
HWM vs VO
+204.7%
+1,569.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.2% |
| 7D | -2.1% | -0.3% | -1.8% | -1.8% |
| 30D | -11.0% | -0.3% | -10.7% | -10.6% |
| 3M | +4.0% | +2.9% | +1.1% | +0.1% |
| 6M | -0.2% | +9.3% | -9.6% | -11.0% |
| YTD | +26.7% | +14.2% | +12.5% | +6.8% |
| 1Y | +44.7% | +15.3% | +29.5% | +20.5% |
| 3Y | +426.1% | +56.2% | +369.8% | +197.1% |
| 5Y | +738.5% | +42.4% | +696.1% | +432.7% |
| All | +1,773.8% | +204.7% | +1,569.1% | +312.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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