+640.6%
HWM vs VTV
+78.5%
+562.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.1% |
| 7D | -12.5% | -2.1% | -10.5% | -9.8% |
| 30D | -19.0% | -1.3% | -17.7% | -17.4% |
| 3M | -8.6% | +5.6% | -14.2% | -15.1% |
| 6M | -10.2% | +12.4% | -22.5% | -23.3% |
| YTD | +11.3% | +17.6% | -6.3% | -10.7% |
| 1Y | +24.3% | +23.5% | +0.8% | -6.7% |
| 3Y | +382.3% | +67.0% | +315.2% | +140.8% |
| 5Y | +640.6% | +80.5% | +560.1% | +237.4% |
| All | +640.6% | +78.5% | +562.1% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 5y: compounded portfolio wealth divided by compounded VTV 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…
5y analysis · Full analysis span regression · 6 months rolling