+589.6%
HWM vs VSXY
+90.2%
+499.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +0.1% |
| 7D | +11.1% | -1.6% | +12.7% | +11.3% |
| 30D | +3.0% | +17.8% | -14.8% | +1.3% |
| 3M | -20.7% | +12.5% | -33.2% | -21.9% |
| 6M | -17.2% | +124.7% | -141.9% | -25.4% |
| YTD | +9.1% | +93.2% | -84.1% | -0.6% |
| 1Y | +9.0% | +195.6% | -186.6% | -5.9% |
| 3Y | +353.8% | +434.6% | -80.8% | +242.5% |
| 5Y | +608.0% | +103.3% | +504.7% | +499.6% |
| All | +589.6% | +90.2% | +499.3% | +481.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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