+1,559.5%
HWM vs VRSK
+126.9%
+1,432.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -11.4% | -5.2% | -6.3% | -9.2% |
| 30D | -18.5% | -2.3% | -16.2% | -17.7% |
| 3M | -13.2% | -2.9% | -10.3% | -13.3% |
| 6M | -8.7% | -12.8% | +4.1% | -5.1% |
| YTD | +12.2% | -20.8% | +33.0% | +21.3% |
| 1Y | +24.9% | -33.2% | +58.1% | +47.1% |
| 3Y | +383.9% | -26.6% | +410.5% | +422.8% |
| 5Y | +646.1% | -11.3% | +657.5% | +592.0% |
| All | +1,559.5% | +126.9% | +1,432.6% | +786.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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