+348.5%
HWM vs VSXY
+474.3%
-125.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.3% |
| 7D | +5.0% | +0.8% | +4.1% | +4.9% |
| 30D | +1.5% | +24.0% | -22.5% | +0.2% |
| 3M | -20.3% | +16.7% | -37.0% | -21.2% |
| 6M | -18.0% | +138.6% | -156.6% | -23.9% |
| YTD | +9.5% | +102.8% | -93.3% | +2.7% |
| 1Y | +7.5% | +214.2% | -206.7% | -3.2% |
| All | +348.5% | +474.3% | -125.8% | +267.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling