+1,559.5%
HWM vs VTEB
+19.4%
+1,540.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.5% |
| 7D | -11.4% | -0.9% | -10.5% | -10.9% |
| 30D | -18.5% | -2.5% | -16.0% | -17.2% |
| 3M | -13.2% | -3.0% | -10.2% | -11.6% |
| 6M | -8.7% | -2.1% | -6.5% | -7.4% |
| YTD | +12.2% | -1.5% | +13.6% | +13.3% |
| 1Y | +24.9% | +0.2% | +24.7% | +25.0% |
| 3Y | +383.9% | +8.6% | +375.4% | +357.0% |
| 5Y | +646.1% | +1.2% | +645.0% | +633.8% |
| All | +1,559.5% | +19.4% | +1,540.0% | +1,947.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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