+1,579.2%
HWM vs VSH
+128.2%
+1,450.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +13.4% | -8.4% | 0.0% |
| 7D | +1.6% | +3.5% | -1.9% | -0.2% |
| 30D | -3.9% | -22.4% | +18.5% | +4.1% |
| 3M | -23.2% | -25.2% | +1.9% | -16.6% |
| 6M | -20.0% | -22.5% | +2.6% | -21.0% |
| YTD | +5.7% | +84.2% | -78.5% | -31.3% |
| 1Y | +4.9% | +87.1% | -82.2% | -32.8% |
| 3Y | +347.0% | +31.7% | +315.3% | +208.2% |
| 5Y | +563.0% | +42.6% | +520.4% | +317.6% |
| 10Y | +1,579.2% | +116.6% | +1,462.6% | +743.8% |
| All | +1,579.2% | +128.2% | +1,450.9% | +743.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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