+615.1%
HWM vs VSXY
+42.7%
+572.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +3.9% | -14.6% | -11.1% |
| 7D | -9.2% | -6.8% | -2.4% | -8.7% |
| 30D | -17.9% | -20.4% | +2.5% | -16.2% |
| 3M | -6.0% | +2.9% | -8.9% | -6.8% |
| 6M | -7.4% | +67.9% | -75.3% | -14.2% |
| YTD | +13.1% | +44.9% | -31.8% | +6.2% |
| 1Y | +29.3% | +205.9% | -176.6% | +10.3% |
| 3Y | +389.9% | +373.9% | +16.1% | +269.2% |
| 5Y | +655.5% | +23.5% | +632.1% | +561.7% |
| All | +615.1% | +42.7% | +572.4% | +521.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling