+1,352.0%
HWM vs VT
+212.0%
+1,140.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.9% | -0.4% |
| 7D | -2.4% | -4.2% | +1.7% | +3.3% |
| 30D | -13.3% | -5.8% | -7.5% | -5.9% |
| 3M | -31.0% | -5.2% | -25.8% | -25.9% |
| 6M | -17.1% | +0.1% | -17.3% | -17.7% |
| YTD | -1.9% | +8.2% | -10.1% | -12.5% |
| 1Y | -2.4% | +10.1% | -12.5% | -15.0% |
| 3Y | +322.2% | +69.7% | +252.5% | +102.5% |
| 5Y | +509.8% | +53.4% | +456.5% | +240.4% |
| 10Y | +1,453.8% | +219.2% | +1,234.6% | +216.5% |
| All | +1,352.0% | +212.0% | +1,140.0% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling