+603.9%
HWM vs VSXY
+33.4%
+570.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.7% |
| 7D | -12.5% | -0.3% | -12.2% | -12.5% |
| 30D | -19.0% | -22.1% | +3.1% | -17.2% |
| 3M | -8.6% | -1.1% | -7.5% | -9.0% |
| 6M | -10.2% | +53.8% | -64.0% | -16.0% |
| YTD | +11.3% | +35.5% | -24.1% | +5.2% |
| 1Y | +24.3% | +186.0% | -161.8% | +6.6% |
| 3Y | +382.3% | +343.2% | +39.1% | +265.7% |
| 5Y | +640.6% | +19.0% | +621.6% | +552.2% |
| All | +603.9% | +33.4% | +570.5% | +515.6% |
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