+1,388.5%
HWM vs VO
+195.1%
+1,193.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.7% |
| 7D | +3.4% | -2.6% | +5.9% | +6.9% |
| 30D | -7.5% | -0.9% | -6.6% | -6.3% |
| 3M | -28.9% | -3.0% | -25.9% | -26.0% |
| 6M | -19.6% | +2.2% | -21.8% | -21.9% |
| YTD | +0.6% | +10.6% | -10.0% | -11.5% |
| 1Y | +0.3% | +12.5% | -12.2% | -13.7% |
| 3Y | +326.1% | +61.4% | +264.7% | +131.0% |
| 5Y | +525.2% | +33.4% | +491.8% | +334.9% |
| 10Y | +1,492.9% | +201.5% | +1,291.3% | +259.9% |
| All | +1,388.5% | +195.1% | +1,193.4% | +241.7% |
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