+1,581.2%
HWM vs VRSK
+129.2%
+1,452.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | -0.1% |
| 7D | -8.0% | -5.4% | -2.6% | -5.6% |
| 30D | -18.0% | -1.8% | -16.2% | -17.5% |
| 3M | -9.5% | -2.2% | -7.3% | -9.9% |
| 6M | -8.4% | -14.9% | +6.5% | -3.6% |
| YTD | +13.6% | -20.0% | +33.6% | +22.4% |
| 1Y | +30.2% | -33.1% | +63.4% | +53.4% |
| 3Y | +392.2% | -25.6% | +417.9% | +428.6% |
| 5Y | +645.2% | -10.1% | +655.3% | +586.4% |
| All | +1,581.2% | +129.2% | +1,452.0% | +794.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling