+1,773.8%
HWM vs VSH
+171.0%
+1,602.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -2.2% |
| 7D | -2.1% | +4.1% | -6.2% | -3.7% |
| 30D | -11.0% | -4.2% | -6.8% | -10.2% |
| 3M | +4.0% | -50.0% | +54.0% | +30.7% |
| 6M | -0.2% | +80.2% | -80.4% | -31.1% |
| YTD | +26.7% | +121.1% | -94.4% | -21.5% |
| 1Y | +44.7% | +112.0% | -67.3% | -9.9% |
| 3Y | +426.1% | +22.5% | +403.6% | +299.2% |
| 5Y | +738.5% | +64.0% | +674.5% | +416.8% |
| All | +1,773.8% | +171.0% | +1,602.8% | +774.2% |
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