+1,388.5%
HWM vs VSH
+99.1%
+1,289.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +0.4% |
| 7D | +3.4% | -12.9% | +16.3% | +8.4% |
| 30D | -7.5% | -36.9% | +29.3% | +8.4% |
| 3M | -28.9% | -28.8% | -0.1% | -21.4% |
| 6M | -19.6% | -30.3% | +10.7% | -17.5% |
| YTD | +0.6% | +62.4% | -61.8% | -31.4% |
| 1Y | +0.3% | +62.5% | -62.2% | -32.0% |
| 3Y | +326.1% | +7.4% | +318.7% | +222.2% |
| 5Y | +525.2% | +25.4% | +499.7% | +314.1% |
| 10Y | +1,492.9% | +102.6% | +1,390.2% | +716.4% |
| All | +1,388.5% | +99.1% | +1,289.4% | +664.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling