+610.2%
HWM vs VSXY
+119.9%
+490.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | -20.3% | +16.7% | -37.0% | -21.9% |
| 6M | -18.0% | +138.6% | -156.6% | -27.1% |
| YTD | +9.5% | +102.8% | -93.3% | -1.3% |
| 1Y | +7.5% | +214.2% | -206.7% | -8.9% |
| 3Y | +355.7% | +461.4% | -105.7% | +232.1% |
| 5Y | +610.2% | +118.3% | +491.9% | +505.9% |
| All | +610.2% | +119.9% | +490.3% | +505.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling