+1,559.5%
HWM vs VTRS
-43.4%
+1,602.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.5% |
| 7D | -11.4% | -2.2% | -9.2% | -10.8% |
| 30D | -18.5% | +3.3% | -21.8% | -19.3% |
| 3M | -13.2% | +2.0% | -15.2% | -14.0% |
| 6M | -8.7% | +19.9% | -28.6% | -13.8% |
| YTD | +12.2% | +35.7% | -23.6% | +1.5% |
| 1Y | +24.9% | +68.1% | -43.2% | +5.5% |
| 3Y | +383.9% | +87.1% | +296.8% | +279.1% |
| 5Y | +646.1% | +47.6% | +598.5% | +512.3% |
| All | +1,559.5% | -43.4% | +1,602.9% | +1,564.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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