+389.9%
HWM vs VSXY
+335.0%
+54.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +3.9% | -14.6% | -10.9% |
| 7D | -9.2% | -6.8% | -2.4% | -8.9% |
| 30D | -17.9% | -20.4% | +2.5% | -16.8% |
| 3M | -6.0% | +2.9% | -8.9% | -6.6% |
| 6M | -7.4% | +67.9% | -75.3% | -12.1% |
| YTD | +13.1% | +44.9% | -31.8% | +8.4% |
| 1Y | +29.3% | +205.9% | -176.6% | +15.8% |
| 3Y | +389.9% | +373.9% | +16.1% | +309.2% |
| All | +389.9% | +335.0% | +54.9% | +309.2% |
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