+30.2%
HWM vs VSH
+112.8%
-82.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -8.0% | +3.5% | -11.6% | -8.4% |
| 30D | -18.0% | -4.4% | -13.6% | -17.6% |
| 3M | -9.5% | -45.8% | +36.3% | -3.9% |
| 6M | -8.4% | +90.1% | -98.5% | -23.6% |
| YTD | +13.6% | +120.3% | -106.7% | -9.0% |
| 1Y | +30.2% | +112.2% | -82.0% | +5.7% |
| All | +30.2% | +112.8% | -82.6% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling