+1,773.8%
HWM vs VSAT
+6.2%
+1,767.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -1.5% |
| 7D | -2.1% | +11.8% | -13.9% | -4.4% |
| 30D | -11.0% | -7.0% | -3.9% | -9.9% |
| 3M | +4.0% | +3.3% | +0.8% | +1.0% |
| 6M | -0.2% | +57.4% | -57.7% | -13.0% |
| YTD | +26.7% | +118.6% | -91.9% | +1.7% |
| 1Y | +44.7% | +150.2% | -105.5% | +10.9% |
| 3Y | +426.1% | +160.7% | +265.4% | +243.4% |
| 5Y | +738.5% | +51.2% | +687.3% | +484.3% |
| All | +1,773.8% | +6.2% | +1,767.6% | +1,129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling