+1,573.3%
HWM vs VTEB
+20.5%
+1,552.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | 0.0% | -10.7% | -10.7% |
| 7D | -9.2% | -0.2% | -8.9% | -9.0% |
| 30D | -17.9% | -1.6% | -16.3% | -17.0% |
| 3M | -6.0% | -2.0% | -4.1% | -4.9% |
| 6M | -7.4% | -1.7% | -5.7% | -6.4% |
| YTD | +13.1% | -0.6% | +13.7% | +13.6% |
| 1Y | +29.3% | +1.8% | +27.5% | +28.1% |
| 3Y | +389.9% | +9.6% | +380.3% | +359.9% |
| 5Y | +655.5% | +2.1% | +653.5% | +639.2% |
| All | +1,573.3% | +20.5% | +1,552.8% | +1,953.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling