+1,773.8%
HWM vs VRTX
+627.3%
+1,146.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | 0.0% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -11.0% | +12.6% | -23.6% | -13.4% |
| 3M | +4.0% | +23.6% | -19.6% | -0.8% |
| 6M | -0.2% | +14.3% | -14.5% | -3.4% |
| YTD | +26.7% | +20.5% | +6.2% | +21.1% |
| 1Y | +44.7% | +37.6% | +7.1% | +34.3% |
| 3Y | +426.1% | +55.5% | +370.5% | +362.7% |
| 5Y | +738.5% | +175.7% | +562.8% | +541.1% |
| All | +1,773.8% | +627.3% | +1,146.5% | +1,245.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling