+1,573.3%
HWM vs VSH
+168.2%
+1,405.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.0% | -9.7% | -10.3% |
| 7D | -9.2% | +6.2% | -15.4% | -11.3% |
| 30D | -17.9% | -11.1% | -6.7% | -14.5% |
| 3M | -6.0% | -44.9% | +38.9% | +13.8% |
| 6M | -7.4% | +90.0% | -97.3% | -37.6% |
| YTD | +13.1% | +118.8% | -105.7% | -29.6% |
| 1Y | +29.3% | +109.0% | -79.7% | -19.0% |
| 3Y | +389.9% | +35.6% | +354.3% | +250.4% |
| 5Y | +655.5% | +66.7% | +588.8% | +360.5% |
| All | +1,573.3% | +168.2% | +1,405.1% | +684.1% |
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