+645.2%
HWM vs VSXY
+19.3%
+625.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.8% |
| 7D | -8.0% | -10.7% | +2.7% | -7.2% |
| 30D | -18.0% | -24.3% | +6.2% | -15.8% |
| 3M | -9.5% | +1.0% | -10.5% | -10.1% |
| 6M | -8.4% | +57.4% | -65.7% | -14.9% |
| YTD | +13.6% | +39.8% | -26.2% | +6.7% |
| 1Y | +30.2% | +196.5% | -166.2% | +10.2% |
| 3Y | +392.2% | +357.2% | +35.0% | +261.7% |
| 5Y | +645.2% | +18.9% | +626.3% | +571.3% |
| All | +645.2% | +19.3% | +625.9% | +571.3% |
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 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