+1,524.1%
HWM vs VT
+215.5%
+1,308.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.2% |
| 7D | +3.4% | -2.3% | +5.7% | +6.6% |
| 30D | -7.5% | -5.0% | -2.6% | -0.9% |
| 3M | -28.9% | -4.9% | -24.0% | -24.0% |
| 6M | -19.6% | -1.5% | -18.1% | -18.3% |
| YTD | +0.6% | +8.5% | -7.9% | -10.6% |
| 1Y | +0.3% | +11.4% | -11.1% | -14.0% |
| 3Y | +326.1% | +70.1% | +256.1% | +103.4% |
| 5Y | +525.2% | +53.7% | +471.5% | +247.5% |
| All | +1,524.1% | +215.5% | +1,308.6% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling