+640.6%
HWM vs VRSK
-11.3%
+651.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -12.5% | -7.7% | -4.8% | -11.1% |
| 30D | -19.0% | -2.8% | -16.2% | -18.5% |
| 3M | -8.6% | -3.7% | -4.9% | -8.5% |
| 6M | -10.2% | -12.8% | +2.6% | -8.0% |
| YTD | +11.3% | -21.0% | +32.3% | +16.9% |
| 1Y | +24.3% | -32.5% | +56.7% | +37.4% |
| 3Y | +382.3% | -26.5% | +408.8% | +407.1% |
| 5Y | +640.6% | -11.5% | +652.1% | +587.0% |
| All | +640.6% | -11.3% | +651.9% | +587.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling