+1,573.3%
HWM vs VTRS
-43.1%
+1,616.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.6% | -9.1% | -10.2% |
| 7D | -9.2% | -0.1% | -9.0% | -9.1% |
| 30D | -17.9% | +1.9% | -19.7% | -18.3% |
| 3M | -6.0% | +5.1% | -11.1% | -7.8% |
| 6M | -7.4% | +20.1% | -27.4% | -12.6% |
| YTD | +13.1% | +36.6% | -23.5% | +2.2% |
| 1Y | +29.3% | +64.1% | -34.8% | +10.0% |
| 3Y | +389.9% | +86.4% | +303.6% | +284.4% |
| 5Y | +655.5% | +40.9% | +614.7% | +529.9% |
| All | +1,573.3% | -43.1% | +1,616.4% | +1,575.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling