-19.6%
HWM vs VRTX
+29.4%
-49.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.4% |
| 7D | +3.4% | -2.1% | +5.5% | +3.7% |
| 30D | -7.5% | +8.2% | -15.7% | -9.1% |
| 3M | -28.9% | +13.0% | -41.9% | -30.6% |
| 6M | -19.6% | +27.9% | -47.5% | -26.9% |
| All | -19.6% | +29.4% | -49.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 6mo: compounded portfolio wealth divided by compounded VRTX 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…
6mo analysis · Full analysis span regression · 6 months rolling