+1,581.2%
HWM vs VSAT
+2.0%
+1,579.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.9% | +7.4% | +1.9% |
| 7D | -8.0% | +3.5% | -11.5% | -8.9% |
| 30D | -18.0% | -14.7% | -3.3% | -15.6% |
| 3M | -9.5% | +13.2% | -22.7% | -13.9% |
| 6M | -8.4% | +57.4% | -65.8% | -20.2% |
| YTD | +13.6% | +110.0% | -96.4% | -8.2% |
| 1Y | +30.2% | +134.4% | -104.2% | +1.1% |
| 3Y | +392.2% | +203.5% | +188.7% | +201.9% |
| 5Y | +645.2% | +47.1% | +598.1% | +419.5% |
| All | +1,581.2% | +2.0% | +1,579.2% | +1,010.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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